User profiles for T. Simin

Tomas Simon

- Verified email at cmu.edu - Cited by 20522

Tim Simin

- Verified email at psu.edu - Cited by 2727

Spurious regressions in financial economics?

WE Ferson, S Sarkissian, TT Simin - The Journal of Finance, 2003 - Wiley Online Library
… In the pure spurious regression case studied here, the observed regressor Z t is independent
of the true regressor Z ± ∗ , and u t + 1 is independent of ε t + 1 ∗ . The Stambaugh bias is …

Can growth options explain the trend in idiosyncratic risk?

C Cao, T Simin, J Zhao - The Review of Financial Studies, 2008 - academic.oup.com
While recent studies document increasing idiosyncratic volatility over the past four decades,
an explanation for this trend remains elusive. We establish a theoretical link between growth …

Measuring distress risk: The effect of R&D intensity

LA Franzen, KJ Rodgers, TT Simin - The Journal of Finance, 2007 - Wiley Online Library
Because of upward trends in research and development activity, accounting measures of
financial distress have become less accurate. We document that (1) higher research and …

The alpha factor asset pricing model: A parable

WE Ferson, S Sarkissian, T Simin - Journal of Financial Markets, 1999 - Elsevier
… by the process r t =μ1+δ 0 +δ 1 ′Z t−1 +ε t , where μ is the … is a 2×100 matrix of coefficients,
and Z t−1 is the vector of demeaned … the T×100 matrix of unexpected returns, ε, where T is the …

Bringing leased assets onto the balance sheet

KJ Cornaggia, LA Franzen, TT Simin - Journal of Corporate Finance, 2013 - Elsevier
Pending changes in lease accounting standards will require firms to recognize obligations
that have historically been kept off-balance-sheet (OBS). We examine the implications of this …

Realtime multi-person 2d pose estimation using part affinity fields

Z Cao, T Simon, SE Wei… - Proceedings of the IEEE …, 2017 - openaccess.thecvf.com
… where ρt and φt are the CNNs for inference at Stage t. Fig. 4 shows the refinement of the
confidence maps and affinity … Specifically, the loss functions at both branches at stage t are: …

[HTML][HTML] The International Neuroblastoma Risk Group (INRG) classification system: an INRG task force report

…, T Iehara, D Machin, V Mosseri, T Simon… - Journal of clinical …, 2009 - ncbi.nlm.nih.gov
Purpose Because current approaches to risk classification and treatment stratification for
children with neuroblastoma (NB) vary greatly throughout the world, it is difficult to directly …

[HTML][HTML] Genetic determinants of response to clopidogrel and cardiovascular events

T Simon, C Verstuyft, M Mary-Krause… - New England journal …, 2009 - Mass Medical Soc
Background Pharmacogenetic determinants of the response of patients to clopidogrel
contribute to variability in the biologic antiplatelet activity of the drug. The effect of these …

The development of intelligence in children.

A Binet, T Simon - 1961 - psycnet.apa.org
… world than the development of the Binet-Simon scales. In place of Spearman's zeal for …
realize the importance of the work of Binet and Simon, arranged for the translation of many of the …

[PDF][PDF] Is stock return predictability spurious

W Ferson, S Sarkissian, T Simin - Journal of Investment …, 2003 - sergei-sarkissian.com
… The slope coefficient is β and the t-statistic is t. The method of Newey and West (1987) is used.
The abbreviations in the … We report the slope coefficients and their t-ratios. Eight of the 13 …