Epps effects

A form of Epps effect — The 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.

Ask AI about this wordChatGPTClaudePerplexityGoogle AIGrok

Meanings

noun
  1. pluralplural of Epps effect
Cite this entry
APA

Epps effects. (n.d.). In WatkinsX Dictionary. Retrieved November 3, 2026, from https://dictionary.watkinsx.com/word/Epps%20effects

MLA

“Epps effects.” WatkinsX Dictionary, https://dictionary.watkinsx.com/word/Epps%20effects. Accessed November 3, 2026.

Chicago

WatkinsX Dictionary, s.v. “Epps effects,” accessed November 3, 2026, https://dictionary.watkinsx.com/word/Epps%20effects.

Source: Epps effects on Wiktionary, CC BY-SA 4.0.