The Epps effect revisited (Q3650961)

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The Epps effect revisited
scientific article

    Statements

    title
    The Epps effect revisited (English)
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    publication date
    7 December 2009
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    zbMATH Keywords
    correlation
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    market microstructure
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    econophysics
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    behavioural finance
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    market efficiency
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    author
    Bence Tóth
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    János Kertész
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    Identifiers

    zbMATH DE Number
    5643218
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    OpenAlex ID
    W3106379643
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    arXiv ID
    0704.1099
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