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Epps effect. In DICTIOUS you will not only get to know all the dictionary meanings for the word
Epps effect, but we will also tell you about its etymology, its characteristics and you will know how to say
Epps effect in singular and plural. Everything you need to know about the word
Epps effect you have here. The definition of the word
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English
Etymology
Named after T. W. Epps, who proposed the effect.
Noun
Epps effect (plural Epps effects)
- (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