1 Volatility and cross correlation across major stock markets
- Author: sciencedirect.com
- Published: 04/23/2022
- Review: 4.86 (825 vote)
- Summary: Correlations across major world stock markets are time and state dependent. In all cases examined here, the correlations between the U.S. and foreign stock
- Detail: https://www.sciencedirect.com/science/article/pii/S0927539898000036
2 Empirical Evidence – NYU Stern
- Author: pages.stern.nyu.edu
- Published: 05/01/2022
- Review: 4.66 (241 vote)
- Summary: The serial correlation in short period returns is affected by market liquidity and the presence of a bid-ask spread. Not all stocks in an index are liquid,
- Detail: https://pages.stern.nyu.edu/~adamodar/New_Home_Page/invfables/pricepatterns.htm
3 Why Correlation Doesn’t Matter Much – Forbes
- Author: forbes.com
- Published: 05/30/2022
- Review: 4.48 (590 vote)
- Summary: · In investing, correlation is a measure that indicates the degree to which the prices of two assets move together relative to their means. The
- Detail: https://www.forbes.com/sites/rickferri/2014/01/27/why-correlation-doesnt-matter-much/
4 The REIT-Stock Correlation Has NOT “Spiked to One” During Market
- Author: reit.com
- Published: 09/06/2022
- Review: 4.32 (208 vote)
- Summary: It’s true that we’ve generally seen correlations among equity assets increase during periods of market turmoil. That’s to be expected, for a simple reason:
- Detail: https://www.reit.com/news/blog/market-commentary/the-reit-stock-correlation-has-not-spiked-to-one-during-market-crises
5 Respecting Three Centuries of Correlation
- Author: mfs.com
- Published: 04/30/2022
- Review: 4.16 (235 vote)
- Summary: Negative stock-bond correlation was abnormal … Many market participants consider the equity-like bond returns of the past 30 years abnormal. Equally abnormal
- Detail: https://www.mfs.com/en-us/investment-professional/insights/capital-markets/respecting-three-centuries-of-correlation.html
6 With inflation, stock-bond correlation jumps – FS Investments
- Author: fsinvestments.com
- Published: 03/15/2022
- Review: 3.92 (391 vote)
- Summary: · As the highly correlated decline across both markets has shown, not only does inflation impact stock and bond returns, but also the relationship
- Detail: https://fsinvestments.com/fs-insights/chart-of-the-week-2022-6-17-inflation-60-40-correlation/
7 Asset Class Correlation Map – Guggenheim Investments
- Author: guggenheiminvestments.com
- Published: 05/18/2022
- Review: 3.73 (461 vote)
- Summary: A correlation of 1.00 indicates perfect correlation, while lower numbers indicate that the asset classes are not correlated and generally do not move in tandem
- Detail: https://www.guggenheiminvestments.com/mutual-funds/resources/interactive-tools/asset-class-correlation-map
8 Correlation Coefficient – ChartSchool – StockCharts.com
- Author: school.stockcharts.com
- Published: 02/18/2022
- Review: 3.48 (384 vote)
- Summary: Determining the relationship between two securities is useful for analyzing intermarket relationships, sector-stock relationships and sector-market
- Detail: https://school.stockcharts.com/doku.php%3Fid%3Dtechnical_indicators:correlation_coeffici
9 [PDF] Multiscale Partial Correlation Clustering of Stock Market Returns
- Author: mdpi.com
- Published: 10/16/2021
- Review: 3.23 (285 vote)
- Summary: · between stock market returns over different time scales. The estimated partial correlations are subsequently used in a cluster analysis to
- Detail: https://www.mdpi.com/1911-8074/15/1/24/pdf
10 Stock correlation table and analysis – Macroaxis
- Author: macroaxis.com
- Published: 11/11/2021
- Review: 3.19 (467 vote)
- Summary: Correlation between equity instruments represents the relationship that exists between their respective price movements. Correlation is expected to be measured
- Detail: https://www.macroaxis.com/invest/marketCorrelation
11 EOD Implied Correlation Index – Cboe Global Markets
- Author: cboe.com
- Published: 12/20/2021
- Review: 2.87 (89 vote)
- Summary: Correlation quantifies the diversification benefit that any financial investor expects to earn when constructing a portfolio. Decreasing correlation reduces a
- Detail: https://www.cboe.com/us/indices/implied/
12 Is The Stock-Bond Correlation Positive Or Negative
- Author: russellinvestments.com
- Published: 07/08/2022
- Review: 2.83 (168 vote)
- Summary: In particular, low equity market volatility seems to be associated with a high stock-bond correlation. However, volatility regimes seem to be less stable
- Detail: https://russellinvestments.com/us/blog/is-the-stock-bond-correlation-positive-or-negative
13 [PDF] Average correlation and stock market returns – CiteSeerX
- Author: citeseerx.ist.psu.edu
- Published: 11/01/2021
- Review: 2.66 (184 vote)
- Summary: variance of individual stock returns multiplied by the average correlation between pairs of stocks. Average correlation strongly forecasts future market
- Detail: https://citeseerx.ist.psu.edu/viewdoc/download%3Fdoi%3D10.1.1.838.2353%26rep%3Drep1%26type%3Dpdf
14 Asset Correlations – Portfolio Visualizer
- Author: portfoliovisualizer.com
- Published: 10/17/2021
- Review: 2.56 (111 vote)
- Summary: This asset correlation testing tool allows you to view correlations for stocks, ETFs and mutual funds for the given time period. You also view the rolling
- Detail: https://www.portfoliovisualizer.com/asset-correlations
15 Why does the correlation between stock and bond returns vary over
- Author: tandfonline.com
- Published: 08/03/2022
- Review: 2.4 (95 vote)
- Summary: This article examines the impact of inflation and economic growth expectations and perceived stock market uncertainty on the time-varying correlation
- Detail: https://www.tandfonline.com/doi/pdf/10.1080/09603100601057854
16 High correlation between stocks and bonds | Seeking Alpha
- Author: seekingalpha.com
- Published: 06/18/2022
- Review: 2.49 (155 vote)
- Summary: · The current 200-day correlation between stocks and bonds is at 0.87, strongly positive. But the correlation coefficient seems to be rolling
- Detail: https://seekingalpha.com/article/4538084-high-correlation-stocks-bonds
17 International Market Correlation and Volatility – JSTOR
- Author: jstor.org
- Published: 06/30/2022
- Review: 2.33 (110 vote)
- Summary: Although the correlation of individual foreign stock markets with the U.S. stock market has generally increased slightly over the past 37 years, it has not
- Detail: https://www.jstor.org/stable/4479942
18 [PDF] Life time of correlation between stocks prices on established … – arXiv
- Author: arxiv.org
- Published: 05/21/2022
- Review: 2.09 (72 vote)
- Summary: Abstract. The correlation coefficient between stocks depends on price history and includes information on hierarchical structure in financial markets. It is
- Detail: https://arxiv.org/pdf/1105.6272
19 Quantifying the Behavior of Stock Correlations Under Market Stress
- Author: nature.com
- Published: 04/26/2022
- Review: 1.99 (191 vote)
- Summary: · Diversification in stock markets refers to the reduction of portfolio risk caused by the investment in a variety of stocks. If stock prices do
- Detail: https://www.nature.com/articles/srep00752