Increasing market efficiency: Evolution of cross-correlations of stock returns

Physica A: Statistical Mechanics and its Applications

Volumn 360, Issue 2, 2006, Pages 505-515

  Tóth, Bence ^a   Kertész, János ^b  

^a BUDAPEST UNIVERSITY OF TECHNOLOGY AND ECONOMICS   (Hungary)

^b AALTO UNIVERSITY   (Finland)

Author keywords

Correlations; Epps effect; Market efficiency

Indexed keywords

INVENTORY CONTROL; MARKETING;

CORRELATIONS; EPPS EFFECT; MARKET EFFICIENCY;

CORRELATION METHODS;

EID: 27744459545     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2005.06.058     Document Type: Article

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