Concepedia
Statistics
Publications
25
Citations
2.7K
H-Index
18
Active since
1975
Affiliations
University of Virginia(Current)
Brandeis University
William & Mary
Williams (United States)
T. W. Epps is an author at University of Virginia specializing in statistics, business, and asset pricing.
Top concepts
StatisticsBusinessFinanceEconomicsAsset PricingFinancial EconomicsStatistical InferenceEngineeringBiostatisticsEconomic Analysis
Publications per year
1975–2005
The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture-of-Distributions Hypothesis
T. W. Epps, Mary Lee Epps · Econometrica · 1976 · 950 citations
Comovements in Stock Prices in the Very Short Run
T. W. Epps · Journal of the American Statistical Association · 1979 · 408 citations
Market Microstructure, Economics, Financial Economics +12
A test for normality based on the empirical characteristic function
T. W. Epps, Lawrence B. Pulley · Biometrika · 1983 · 200 citations
Applied Economics, Applied Econometrics, December 1983 +16
T. W. Epps · Journal of the American Statistical Association · 1979 · 186 citations
Market Microstructure, Economics, Financial Economics +8
Security Price Changes and Transaction Volumes: Theory and Evidence
T. W. Epps · American Economic Review · 1975 · 176 citations
Market Microstructure, Financial Economics, Asset Pricing +5
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