Intraday Correlation Patterns between the S&P 500 and Sector Indices
paper
authors:Bommarito, M. J.
year:2010
venue:SSRN
details:Working Paper
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citation
Bommarito, M. J. (2010). Intraday Correlation Patterns between the S&P 500 and Sector Indices. SSRN. Working Paper.