Associate Professor of Finance, Smeal Research Fellow in Finance
Office: 345 Business Building
Member of Faculty Since: 2000
Tim Simin graduated Summa Cum Laude from the University of Texas at Dallas with a Bachelor of Science in Economics and Finance in 1992. Between 1992 and 1994 he worked in the Division of Monetary Affairs at the Federal Reserve Board of Governors in Washington, D.C.. He earned a Ph.D. in Finance from the University of Washington. Tim has taught finance and economics at the University of Washington, held a visiting position at the University of North Carolina at Chapel Hill, and is currently an Associate Professor in the Finance Department at the Smeal College of Business at the Pennsylvania State University. His research interests include empirical issues in asset pricing, robust econometric methods, and international finance. He has published research in the Journal of Economics and Business, the Journal of Financial Markets, the Journal of Finance, the Financial Analysts Journal, the Journal of Investment Management, the Review of Financial Studies, has several book chapters, and has won the Best Investments Paper award from the Northern Finance Association. He also serves as a referee for the Journal of Finance, the Journal of Financial and Quantitative Analysis, the Review of Financial Studies, and Management Science. Tim has a daughter Sydnie and two younger sons Alexander and Noah.
Professor Simin is doing empirical research on the predictability of equity returns, robust estimation techniques, pricing of commodity futures, and predicting financial distress.
Please see Professor Simin's vita at http://timsimin.net/ for a listing of publications and working papers.
Wayne E. Ferson, Sergei Sarkissian, and Timothy Simin, "Asset Pricing Regressions with Interaction Terms", Journal of Financial and
Quantitative Analysis, 2008, Forthcoming.
Laurel Franzen, Kimberly Rodgers, and Timothy Simin, "Measuring Distress Risk: The Effect of R&D Intensity", Journal of Finance, 2007, 62 (2), pp. 2391-2968.
Timothy Simin, "The (Poor) Predictive Performance of Asset Pricing Models ", Journal of Financial and Quantitative Analysis, 2008, Forthcoming, pp. 2391-2968.
Charles Cao, Timohty Simin, and Jing Zhao, "Do Growth Options Explain the Trend in Firm Specific Risk?", Review of Financial Studies, 2008, Forthcoming, pp. 2391-2968.
Wayne Ferson, Sergei Sarkissian, and Timothy Simin, "Spurious Regressions in Financial Economics?", Journal of Finance, 2003, 58(4), pp. 1393-1413.
University of Washington,
BS, Economics and Finance, University of Texas, 1992
Fin 406, Investments
Fin 561, Empirical Methods in Asset Pricing