Timothy T. Simin

7 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-9353-4850

The Pennsylvania State University

Publications

• Information Choice, Uncertainty, and Expected Returns — The Review of Financial Studies 2021
• The Information Content of a Nonlinear Macro-Finance Model for Commodity Prices — The Review of Financial Studies 2017
• Can Growth Options Explain the Trend in Idiosyncratic Risk? — The Review of Financial Studies 2008
• Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression — Journal of Financial and Quantitative Analysis 2008
• The Poor Predictive Performance of Asset Pricing Models — Journal of Financial and Quantitative Analysis 2008
• Measuring Distress Risk: The Effect of R&D Intensity — The Journal of Finance 2007
• Spurious Regressions in Financial Economics? — The Journal of Finance 2003