10.25375/uct.11310542.v2 Roger Bukuru Roger Bukuru Patrick Chang Patrick Chang Tim Gebbie Tim Gebbie Data For Preprint: "Revisiting the Epps effect using volume time averaging: An exercise in R" University of Cape Town 2019 JSE Intraday Top40 Liquid Statistics 2019-12-06 11:19:39 Dataset https://zivahub.uct.ac.za/articles/dataset/Data_For_Preprint_Revisiting_the_Epps_effect_using_volume_time_averaging_An_exercise_in_R_/11310542 JSE intraday stock data sets of top 10 liquid stocks from top 40 index between 31 May 2019 - 7 June 2019