Word Pronunciation & Dictionary

epps effect

Word Rarity Rare

Frequency: Zipf frequency 2.73 in modern English

Syllables: epp-s -ef-fect
IPA

22

Scrabble Score

10

Letters

4

Syllables

6

Unique Chars

Meaning

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.

Etymology

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

Inflected Forms

Epps effects (plural)

Questions

What does epps effect mean?: 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.
Where does epps effect come from?: Named after T. W. Epps, who proposed the effect.

How to pronounce epps effect

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