Data For Preprint: "Revisiting the Epps effect using volume time averaging: An exercise in R"
dataset
posted on 06.12.2019, 11:19 authored by Roger BukuruRoger Bukuru, Patrick ChangPatrick Chang, Tim GebbieTim GebbieJSE intraday stock data sets of top 10 liquid stocks from top 40 index between 31 May 2019 - 7 June 2019
