How Lead-Lag Correlations Affect the Intraday Pattern of Collective Stock Dynamics

6533b830fe1ef96bd1297981

RESEARCH PRODUCT

How Lead-Lag Correlations Affect the Intraday Pattern of Collective Stock Dynamics

Dror Y. Kenett Chester Curme H. Eugene Stanley Rosario N. Mantegna Michele Tumminello Michele Tumminello

subject

Stock dynamics Financial economics Correlation analysis Financial market Econometrics Business Epps effect Lead–lag compensator Stock (geology)

description

The degree of correlation among stock returns aects the possibility to diversify the risk of investment,

year	journal	country	edition	language
2015-01-01	SSRN Electronic Journal

https://doi.org/10.2139/ssrn.2648490

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