Collisions of heavy ions at ultrarelativistic energies aim to recreate a hot and denseform of matter, called the Quark-Gluon Plasma (QGP), where quarks and gluons are in adeconfined state. One of the most suitable probes to study the properties of the QGP are theflow coefficients vn, which quantifies the anisotropic particle distributions in the final state.Experimental measurements of vn together with their good description by hydrodynamiccalculations demonstrate that the QGP is an almost ideal fluid which undergoes a collectiveexpansion into the surrounding vacuum. This collectivity exhibits itself in the form oflong-range multi-particle correlations, which originate from a common source.Small collision systems, such as proton-proton and proton-lead, aim to provide thereference data for collisions of heavy nuclei. However, inspection of high multiplicity ppand p–Pb interactions revealed surprising features, usually attributed to collective effectsin heavy-ion collisions. Thus, one of the main goals of this thesis is to understand theseunexpected observations.In this work, measurements of flow coefficients and their correlations using the cumulantmethod are obtained as a function of multiplicity in pp collisions at ps = 13 TeV, p–Pbcollisions at psNN = 5.02 TeV, Xe–Xe collisions at psNN = 5.44 TeV, and finally Pb–Pbcollisions at psNN = 5.02 TeV, from the LHC Run 2 data taking using the ALICE experiment.The ability of the novel subevent technique to suppress non-flow effects was examinedwith the experimental measurements and found to be crucial for the interpretation of theresults in small collision systems. Exploration of the measurements presented in this thesisfurther implies that long-range multi-particle correlations prevail in small collision systems.Comparison of the pp data to PYTHIA 8 calculations shows that non-flow cannot fully explainthe observed collectivity. Hydrodynamic calculations IP-Glasma+MUSIC+UrQMD could notreproduce the pp results either, while they provided a successful description of Pb–Pb, Xe–Xeand p–Pb collisions. The broad spectrum of measured observables from various collisionsystems and their comparison to theoretical models provide an exhaustive set of information,which sheds more insight into the mechanisms responsible for the collectivity seen in differentcollision systems.