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.