The impact of asynchronous trading on Epps effect on Warsaw stock exchange (Q2401313)
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scientific article; zbMATH DE number 6770973
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| default for all languages | No label defined |
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| English | The impact of asynchronous trading on Epps effect on Warsaw stock exchange |
scientific article; zbMATH DE number 6770973 |
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The impact of asynchronous trading on Epps effect on Warsaw stock exchange (English)
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8 September 2017
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market microstructure
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Epps effect
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asynchronous trading
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correlation estimation
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asynchronous time series
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0.7987555861473083
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0.7909933924674988
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0.7548726797103882
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0.7121855616569519
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0.6935747265815735
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