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