Cross Correlation of Intra-day Stock Prices in Comparison to Random Matrix Theory

Mieko Tanaka-Yamawaki. Cross Correlation of Intra-day Stock Prices in Comparison to Random Matrix Theory. Intelligent Information Management, 3(3):65-70, 2011. [doi]

@article{Tanaka-Yamawaki11,
  title = {Cross Correlation of Intra-day Stock Prices in Comparison to Random Matrix Theory},
  author = {Mieko Tanaka-Yamawaki},
  year = {2011},
  doi = {10.4236/iim.2011.33008},
  url = {http://dx.doi.org/10.4236/iim.2011.33008},
  researchr = {https://researchr.org/publication/Tanaka-Yamawaki11},
  cites = {0},
  citedby = {0},
  journal = {Intelligent Information Management},
  volume = {3},
  number = {3},
  pages = {65-70},
}