Data For Preprint: "Revisiting the Epps effect using volume time averaging: An exercise in R"
datasetposted on 06.12.2019 by Roger Bukuru, Patrick Chang, Tim Gebbie
Datasets usually provide raw data for analysis. This raw data often comes in spreadsheet form, but can be any collection of data, on which analysis can be performed.
JSE intraday stock data sets of top 10 liquid stocks from top 40 index between 31 May 2019 - 7 June 2019