The EPPS effect revisited

Quantitative Finance

Volumn 9, Issue 7, 2009, Pages 793-802

  Tóth, Bence ^a,b   Kertész, János ^b,c  

^a ISI FOUNDATION   (Italy)

^b BUDAPEST UNIVERSITY OF TECHNOLOGY AND ECONOMICS   (Hungary)

^c AALTO UNIVERSITY   (Finland)

Author keywords

Behavioural finance; Correlation; Econophysics; Market efficiency; Market microstructure

Indexed keywords

EID: 71349086206     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697680802595668     Document Type: Article

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