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

dataset
posted on 06.12.2019 by Roger Bukuru, Patrick Chang, Tim 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)

History

Department/Unit

Statistical Sciences

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