Table 4. Average cross-correlation time series for NASDAQ-100 stocks (query: Ticker, volumes: searches).

δ	−5	−4	−3	−2	−1	0	1	2	3	4	5
CCF	0.0067	0.0487	0.0507	0.0806	0.1510	0.3150	0.2367	0.0940	0.0675	0.0433	0.0197