topic How to compute the average cross-sectional correlation? in SAS Procedures https://communities.sas.com/t5/SAS-Procedures/How-to-compute-the-average-cross-sectional-correlation/m-p/111033#M30786 <HTML><HEAD></HEAD><BODY><P>Does anyone know how to calculate the average cross-sectional correlation? </P><P></P><P>I have time series for 2000 stocks.</P><P></P><P>I wonder, how can I calculate the average correlation of stock returns for the 2000 stocks?</P><P></P><P>Could anyone provide some insights?</P><P></P><P>Thank you a lot!</P></BODY></HTML> Sat, 12 Oct 2013 09:56:19 GMT 99_99_ 2013-10-12T09:56:19Z How to compute the average cross-sectional correlation? https://communities.sas.com/t5/SAS-Procedures/How-to-compute-the-average-cross-sectional-correlation/m-p/111033#M30786 <HTML><HEAD></HEAD><BODY><P>Does anyone know how to calculate the average cross-sectional correlation? </P><P></P><P>I have time series for 2000 stocks.</P><P></P><P>I wonder, how can I calculate the average correlation of stock returns for the 2000 stocks?</P><P></P><P>Could anyone provide some insights?</P><P></P><P>Thank you a lot!</P></BODY></HTML> Sat, 12 Oct 2013 09:56:19 GMT https://communities.sas.com/t5/SAS-Procedures/How-to-compute-the-average-cross-sectional-correlation/m-p/111033#M30786 99_99_ 2013-10-12T09:56:19Z Re: How to compute the average cross-sectional correlation? https://communities.sas.com/t5/SAS-Procedures/How-to-compute-the-average-cross-sectional-correlation/m-p/111034#M30787 <HTML><HEAD></HEAD><BODY><P>The question is updated.</P><P></P><P>Thank you!</P></BODY></HTML> Sat, 12 Oct 2013 20:29:19 GMT https://communities.sas.com/t5/SAS-Procedures/How-to-compute-the-average-cross-sectional-correlation/m-p/111034#M30787 99_99_ 2013-10-12T20:29:19Z