Epps effect (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Epps effect" in English language version.

refsWebsite

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arxiv.org

M. C. Münnix et al (2010) Impact of the tick-size on financial returns and correlations, Physica A, 389 (21) 4828–4843. arxiv

iop.org

iopscience.iop.org

http://iopscience.iop.org/1367-2630/16/5/053040 - Modelling the short term herding behaviour of stock markets

jstor.org

Epps, T.W. (1979) Comovements in Stock Prices in the Very Short Run, Journal of the American Statistical Association, 74, 291–298. jstor