Meanings
nounEpps effect (plural Epps effects)
plural Epps effects
- economicsThe phenomenon that the empirical correlation between the returns of two different stocks decreases with the length of the interval for which the price changes are measured.
Origin
Named after T. W. Epps, who proposed the effect.
Full word history & related roots →Cite this entry
APA
Epps effect. (n.d.). In WatkinsX Dictionary. Retrieved November 3, 2026, from https://dictionary.watkinsx.com/word/Epps%20effect
MLA
“Epps effect.” WatkinsX Dictionary, https://dictionary.watkinsx.com/word/Epps%20effect. Accessed November 3, 2026.
Chicago
WatkinsX Dictionary, s.v. “Epps effect,” accessed November 3, 2026, https://dictionary.watkinsx.com/word/Epps%20effect.
Source: Epps effect on Wiktionary, CC BY-SA 4.0.