Timothy T. Simin : Citation Profile


Are you Timothy T. Simin?

Pennsylvania State University

8

H index

6

i10 index

318

Citations

RESEARCH PRODUCTION:

8

Articles

2

Papers

RESEARCH ACTIVITY:

   11 years (1997 - 2008). See details.
   Cites by year: 28
   Journals where Timothy T. Simin has often published
   Relations with other researchers
   Recent citing documents: 36.    Total self citations: 3 (0.93 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psi273
   Updated: 2018-08-11    RAS profile: 2012-07-18    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Timothy T. Simin.

Is cited by:

Ferson, Wayne (9)

Guo, Hui (6)

Stambaugh, Robert (5)

Thomas, Charles (5)

GUPTA, RANGAN (5)

Warnock, Francis (4)

Sousa, Ricardo (4)

Wongswan, Jon (4)

Sarkissian, Sergei (4)

Bartram, Söhnke (4)

Pastor, Lubos (3)

Cites to:

Fama, Eugene (13)

French, Kenneth (10)

Harvey, Campbell (10)

Ferson, Wayne (9)

Lo, Andrew (5)

Jagannathan, Ravi (5)

Sarkissian, Sergei (4)

Wang, Zhenyu (4)

Jorion, Philippe (3)

Korajczyk, Robert (3)

Bodnar, Gordon (3)

Main data


Where Timothy T. Simin has published?


Journals with more than one article published# docs
Journal of Financial and Quantitative Analysis2
Journal of Finance2

Recent works citing Timothy T. Simin (2018 and 2017)


YearTitle of citing document
2017Asset Pricing Model Uncertainty: A Tradeoff between Bias and Variance. (2017). Tian, Weidong ; Zhou, Qing. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:2:p:289-324.

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2017Why Does Idiosyncratic Risk Increase with Market Risk?. (2017). Bartram, Söhnke ; Stulz, Rene M ; Brown, Gregory . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6560.

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2017Does it really matter how a firm diversifies? Assets-in-place diversification versus growth options diversification. (2017). de Andres, Pablo ; Velasco, Pilar ; de la Fuente, Gabriel . In: Journal of Corporate Finance. RePEc:eee:corfin:v:43:y:2017:i:c:p:316-339.

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2017Asset prices and economic fluctuations: The implications of stochastic volatility. (2017). Chen, Junping ; Zhu, Xiaoneng ; Xiong, Xiong. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:128-140.

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2017Customer-base concentration and the transmission of idiosyncratic volatility along the vertical chain. (2017). Mihov, Atanas ; Naranjo, Andy. In: Journal of Empirical Finance. RePEc:eee:empfin:v:40:y:2017:i:c:p:73-100.

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2017Can investor sentiment be a momentum time-series predictor? Evidence from China. (2017). Li, Youwei ; Han, Xing . In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:212-239.

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2017Business-cycle variation in macroeconomic uncertainty and the cross-section of expected returns: Evidence for scale-dependent risks. (2017). Xyngis, Georgios. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:43-65.

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2018Maximal predictability under long-term mean reversion. (2018). Hjalmarsson, Erik. In: Journal of Empirical Finance. RePEc:eee:empfin:v:45:y:2018:i:c:p:269-282.

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2018Unravelling the link between process innovation inputs and outputs: The moderating role of family management. (2018). Dieguez-Soto, Julio ; Manzaneque, Montserrat ; Garrido-Moreno, Aurora. In: Journal of Family Business Strategy. RePEc:eee:fambus:v:9:y:2018:i:2:p:114-127.

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2017Firm life cycle and idiosyncratic volatility. (2017). Hasan, Mostafa Monzur ; Habib, Ahsan. In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:164-175.

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2018Idiosyncratic volatility and cash flow volatility: New evidence from S&P 500. (2018). Pae, Yuntaek ; Lee, Namhoon ; Bae, Sung C. In: International Review of Financial Analysis. RePEc:eee:finana:v:56:y:2018:i:c:p:127-135.

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2018Technical analysis and stock return predictability: An aligned approach. (2018). Lin, QI. In: Journal of Financial Markets. RePEc:eee:finmar:v:38:y:2018:i:c:p:103-123.

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2018Capturing the value premium – global evidence from a fair value-based investment strategy. (2018). Woltering, Rene-Ojas ; Weis, Christian ; Schindler, Felix ; Sebastian, Steffen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:86:y:2018:i:c:p:53-69.

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2017Offshore activities and financial vs operational hedging. (2017). Hoberg, Gerard ; Moon, Katie S. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:2:p:217-244.

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2017Maximum likelihood estimation of the equity premium. (2017). Avdis, Efstathios ; Wachter, Jessica A. In: Journal of Financial Economics. RePEc:eee:jfinec:v:125:y:2017:i:3:p:589-609.

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2018Information demand and stock return predictability. (2018). Vlastakis, Nikolaos ; Papadimitriou, Fotios I ; Chronopoulos, Dimitris K. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:80:y:2018:i:c:p:59-74.

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2018Are the Fama-French factors really compensation for distress risk?. (2018). de Groot, Wilma ; Huij, Joop . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:86:y:2018:i:c:p:50-69.

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2017Investor sentiment and economic forces. (2017). Shen, Junyan ; Zhao, Shen ; Yu, Jianfeng. In: Journal of Monetary Economics. RePEc:eee:moneco:v:86:y:2017:i:c:p:1-21.

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2018Do Chinese internet stock message boards convey firm-specific information?. (2018). Li, Xiao ; Zhang, Wei ; Shen, Dehua. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:49:y:2018:i:c:p:1-14.

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2018Forecasting the CNY-CNH pricing differential: The role of investor attention. (2018). Yin, Libo ; Xu, Yang ; Han, Liyan. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:49:y:2018:i:c:p:232-247.

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2017Examining return predictability of industry style portfolios with prior return relative to a benchmark. (2017). Noman, Abdullah ; Zirek, Duygu ; Naka, Atsuyuki . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:193-203.

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2018Idiosyncratic volatility, conditional liquidity and stock returns. (2018). Malagon, Juliana ; Rodriguez, Rosa ; Moreno, David. In: International Review of Economics & Finance. RePEc:eee:reveco:v:53:y:2018:i:c:p:118-132.

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2017Trend in aggregate idiosyncratic volatility. (2017). Kang, Moonsoo ; Khaksari, Shahriar ; Nam, Kiseok. In: Review of Financial Economics. RePEc:eee:revfin:v:35:y:2017:i:c:p:11-28.

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2017Determinants of idiosyncratic volatility: Evidence from the Indian stock market. (2017). Kumari, Jyoti ; Hiremath, Gourishankar S ; Mahakud, Jitendra. In: Research in International Business and Finance. RePEc:eee:riibaf:v:41:y:2017:i:c:p:172-184.

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2017Tullock on the organization of scientific inquiry. (2017). Heckelman, Jac. In: Constitutional Political Economy. RePEc:kap:copoec:v:28:y:2017:i:1:d:10.1007_s10602-016-9209-7.

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2017Predicting stock returns in the presence of uncertain structural changes and sample noise. (2017). Mantilla-Garcia, Daniel ; Vaidyanathan, Vijay . In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:31:y:2017:i:3:d:10.1007_s11408-017-0290-3.

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2017The influence of corporate governance on changes in risk following the global financial crisis: evidence from the Portuguese stock market. (2017). Sa, Tiago Miguel ; Gois, Cristina Gonalves ; Neves, Elisabete Duarte . In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:21:y:2017:i:4:d:10.1007_s10997-016-9361-5.

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2017Jumping over a low hurdle: personal pension fund performance. (2017). Petraki, Anastasia ; Zalewska, Anna. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:1:d:10.1007_s11156-015-0546-9.

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2017Recognized intangibles and the present value of growth options. (2017). Makrominas, Michalis . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:2:d:10.1007_s11156-016-0552-6.

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2017Real options and institutions. (2017). Pennings, Enrico ; Bekkum, Sjoerd ; Smit, Han. In: Journal of International Business Studies. RePEc:pal:jintbs:v:48:y:2017:i:5:d:10.1057_s41267-016-0055-7.

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2017Predicting returns on asset markets of a small, open economy and the influence of global risks. (2017). Nitschka, Thomas ; Haab, David. In: Working Papers. RePEc:snb:snbwpa:2017-14.

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2017Corporate distress and turnaround: integrating the literature and directing future research. (2017). Schweizer, Lars ; Nienhaus, Andreas . In: Business Research. RePEc:spr:busres:v:10:y:2017:i:1:d:10.1007_s40685-016-0041-8.

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2017The changing relevance of accounting information to debt holders over time. (2017). Givoly, Dan ; Katz, Sharon ; Hayn, Carla. In: Review of Accounting Studies. RePEc:spr:reaccs:v:22:y:2017:i:1:d:10.1007_s11142-016-9374-y.

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2018Consumption and wealth in the long run: an integrated unobserved component approach. (2018). Gardberg, Malin ; Pozzi, Lorenzo. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180046.

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2017Do Firm Fixed Effects Matter in Empirical Asset Pricing?. (2017). Schmid, Markus ; Zimmermann, Heinz ; Hoechle, Daniel . In: Working Papers on Finance. RePEc:usg:sfwpfi:2017:17.

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2017Does investor attention matter? The attention-return relation in gold futures market. (2017). Yin, Libo ; Han, Liyan ; Xu, Yang. In: Economics Discussion Papers. RePEc:zbw:ifwedp:201737.

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Works by Timothy T. Simin:


YearTitleTypeCited
2003Spurious Regressions in Financial Economics? In: Journal of Finance.
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article173
2002Spurious Regressions in Financial Economics?.(2002) In: NBER Working Papers.
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This paper has another version. Agregated cites: 173
paper
2007Measuring Distress Risk: The Effect of R&D Intensity In: Journal of Finance.
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article8
2008Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression In: Journal of Financial and Quantitative Analysis.
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article18
2006Asset Pricing Models with Conditional Betas and Alphas: The Effects of Data Snooping and Spurious Regression.(2006) In: NBER Working Papers.
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This paper has another version. Agregated cites: 18
paper
2008The Poor Predictive Performance of Asset Pricing Models In: Journal of Financial and Quantitative Analysis.
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article16
1999The alpha factor asset pricing model: A parable In: Journal of Financial Markets.
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article33
1997The market reaction to federal reserve policy action from 1989 to 1992 In: Journal of Economics and Business.
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article13
2005Can event study methods solve the currency exposure puzzle? In: Pacific-Basin Finance Journal.
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article9
2008Can Growth Options Explain the Trend in Idiosyncratic Risk? In: Review of Financial Studies.
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article48

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