• 567 Citations
  • 11 h-Index
19972018
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Fingerprint Dive into the research topics where Timothy T. Simin is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 10 Similar Profiles
Asset pricing models Business & Economics
Spurious regression Business & Economics
Stock prices Business & Economics
Factors Business & Economics
Assets Business & Economics
Stock returns Business & Economics
Predictors Business & Economics
Event study Business & Economics

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Research Output 1997 2018

  • 567 Citations
  • 11 h-Index
  • 12 Article
  • 1 Chapter
  • 1 Review article

The decline of informed trading in the equity and options markets

Cao, C., Gempesaw, D. & Simin, T., Sep 1 2018, In : Journal of Alternative Investments. 21, 2, p. 16-29 14 p.

Research output: Contribution to journalArticle

Informed trading
Options markets
Equity markets
1 Citation (Scopus)

The information content of a nonlinear macro-finance model for commodity prices

Khan, S., Khokher, Z. & Simin, T. T., Jan 1 2017, In : Review of Financial Studies. 30, 8, p. 2818-2850 33 p.

Research output: Contribution to journalArticle

Commodity prices
Finance
Information content
Factors
Price dynamics
16 Citations (Scopus)

Bringing leased assets onto the balance sheet

Cornaggia, K. J., Franzen, L. A. & Simin, T. T., Aug 1 2013, In : Journal of Corporate Finance. 22, 1, p. 345-360 16 p.

Research output: Contribution to journalArticle

Assets
Balance sheet
Analysts
Obligation
Z-score
18 Citations (Scopus)

Do mutual fund managers time market liquidity?

Cao, Q., Simin, T. T. & Wang, Y., May 1 2013, In : Journal of Financial Markets. 16, 2, p. 279-307 29 p.

Research output: Contribution to journalArticle

Mutual funds
Market liquidity
Liquidity
Fund managers
Time to market

Asset pricing models with conditional betas and alphas: The effects of data snooping and spurious regression

Ferson, W. E., Sarkissian, S. & Simin, T. T., Jun 1 2008, In : Journal of Financial and Quantitative Analysis. 43, 2, p. 331-354 24 p.

Research output: Contribution to journalArticle

Spurious regression
Data snooping
Time-varying
Asset pricing models
Time-varying beta