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Kendall’s Tau and Spearman correlation for stock considering SEC codes at 2 digits.

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https://figshare.com/articles/dataset/Kendall_s_Tau_and_Spearman_correlation_for_stock_considering_SEC_codes_at_2_digits_/13143852
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资源简介:
The correlation between the majority ranking and ranking (top-right boxed entry) is reported in the last column of Table 1, whereas the average of the correlations between rankings provided by the different measures (underlined entries) is reported in the d1-d2 column of Table 1 for all datasets.
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2020-10-26
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