411 REFERENCE · Wiktionary
Epps effect
Reference material by Wiktionary contributors. This retains its source identity and is not 411 news reporting.
English
Etymology
Named after T. W. Epps, who proposed the effect.
Noun
en economics 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.
Further reading
en eponyms
en Statistics