@article{Bommarito2010IntradayCorrelationPatternsBetweenThe,
  author = {Bommarito, M. J.},
  title = {Intraday Correlation Patterns between the S\&P 500 and Sector Indices},
  journal = {SSRN},
  year = {2010},
  url = {https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1677915}
}