T. Valla

2006

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

Whom T. Valla trusts overall

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

  1. Halbert White

Papers from T. Valla's perspective

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

  1. Emerging stock markets return seasonalities: the January effect and the tax-loss selling hypothesis
  2. The turn-of-the-month effect still lives: the international evidence
  3. Role of Speculative Short Sales in Price Formation: The Case of the Weekend Effect
  4. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
  5. Trends and random walks in macroeconmic time series: Some evidence and implications
  6. Why Has IPO Underpricing Changed Over Time
  7. wchastic. approximation methods for constrained and unconstrained systems
  8. The Use of Subseries Values for Estimating the Variance of a General Statistic from a Stationary Sequence
  9. Cause and Correlation in Biology: A User''s Guide to Path Analysis
  10. Supporting Online Material for Reducing the Dimensionality of Data with Neural Networks

Their papers