Emergence of correlations between securities at short time scales (Q2160104)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Emergence of correlations between securities at short time scales |
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Emergence of correlations between securities at short time scales (English)
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2 August 2022
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correlation matrix
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security returns
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time scale dependence
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lead-lag effect
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transaction impact
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market inefficiency
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