V. Tran

Economics and Econometrics · with Leirvik · 2020

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom V. Tran trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Andrew W. Lo
  2. Andrew Urquhart

Papers from V. Tran's perspective

Ordered by how strongly the researchers V. Tran trusts endorse each paper. Same corpus, a different order for every researcher.

  1. The Adaptive Markets Hypothesis
  2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  3. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
  4. Common risk factors in the returns on stocks and bonds
  5. The Behavior of Stock-Market Prices
  6. Introduction to Statistical Time Series.
  7. Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory
  8. The Cross‐Section of Expected Stock Returns
  9. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
  10. Dynamic Conditional Correlation

Their papers