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- Epps_effect abstract "In econometrics and time series analysis, the Epps effect, named after T. W. Epps, is the phenomenon that the empirical correlation between the returns of two different stocks decreases as the sampling frequency of data increases. The phenomenon is caused by non-synchronous/asynchronous trading and discretization effects. However, a current study shows that the effect originates in investors' herd behaviour.".
- Epps_effect wikiPageID "20388747".
- Epps_effect wikiPageLength "1108".
- Epps_effect wikiPageOutDegree "8".
- Epps_effect wikiPageRevisionID "681540456".
- Epps_effect wikiPageWikiLink Category:Econometrics.
- Epps_effect wikiPageWikiLink Category:Statistical_terminology.
- Epps_effect wikiPageWikiLink Category:Time_series_analysis.
- Epps_effect wikiPageWikiLink Cross-correlation.
- Epps_effect wikiPageWikiLink Cross_correlation.
- Epps_effect wikiPageWikiLink Econometrics.
- Epps_effect wikiPageWikiLink Herd_behavior.
- Epps_effect wikiPageWikiLink Herd_behaviour.
- Epps_effect wikiPageWikiLink Sampling_(signal_processing).
- Epps_effect wikiPageWikiLink Sampling_frequency.
- Epps_effect wikiPageWikiLink Time_series.
- Epps_effect wikiPageWikiLink Time_series_analysis.
- Epps_effect wikiPageWikiLinkText "Epps effect".
- Epps_effect hasPhotoCollection Epps_effect.
- Epps_effect wikiPageUsesTemplate Template:Reflist.
- Epps_effect wikiPageUsesTemplate Template:Statistics-stub.
- Epps_effect subject Category:Econometrics.
- Epps_effect subject Category:Statistical_terminology.
- Epps_effect subject Category:Time_series_analysis.
- Epps_effect hypernym Phenomenon.
- Epps_effect type Disease.
- Epps_effect type Type.
- Epps_effect type Econometric.
- Epps_effect type Field.
- Epps_effect type Process.
- Epps_effect type Type.
- Epps_effect comment "In econometrics and time series analysis, the Epps effect, named after T. W. Epps, is the phenomenon that the empirical correlation between the returns of two different stocks decreases as the sampling frequency of data increases. The phenomenon is caused by non-synchronous/asynchronous trading and discretization effects. However, a current study shows that the effect originates in investors' herd behaviour.".
- Epps_effect label "Epps effect".
- Epps_effect sameAs m.04zzs7k.
- Epps_effect sameAs Q5383917.
- Epps_effect sameAs Q5383917.
- Epps_effect wasDerivedFrom Epps_effect?oldid=681540456.
- Epps_effect isPrimaryTopicOf Epps_effect.