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Data For Preprint: "Revisiting the Epps effect using volume time averaging: An exercise in R"

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Version 2 2019-12-06, 11:19
Version 1 2019-12-06, 07:31
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posted on 2019-12-06, 11:19 authored by Roger BukuruRoger Bukuru, Patrick ChangPatrick Chang, Tim GebbieTim Gebbie
JSE intraday stock data sets of top 10 liquid stocks from top 40 index between 31 May 2019 - 7 June 2019

Funding

National Research Fund (NRF)

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Department/Unit

Statistical Sciences

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    Faculty of Science

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    Keywords

    JSEIntradayTop40LiquidStatistics

    Licence

    MIT

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