Word.ws English Dictionary

Epps effect

Epps effect noun: 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.

Noun

Epps effect (plural Epps effects)

  1. 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.

Forms of Epps effect

pluralEpps effects

Origin of Epps effect

Named after T. W. Epps, who proposed the effect.

Questions about Epps effect

What does Epps effect mean?
Epps effect means 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.
What part of speech is Epps effect?
Epps effect is a noun.
What is the plural of Epps effect?
The plural of Epps effect is Epps effects.

Words near Epps effect in the dictionary

  1. Eppley
  2. Eppleys
  3. EPPO
  4. Eppridge
  5. EPPs
  6. Epps effect
  7. Epps effects
  8. Eppses
  9. Eppstein
  10. Eppstein's algorithm
  11. eppy

Source and license

Adapted from Wiktionary: Epps effect (page history and authors). Text available under the Creative Commons Attribution-ShareAlike 4.0 license. Word.ws reformatted the entry and added links. Wiktionary data of 2026-09-02.

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