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

Name: Data For Preprint: "Revisiting the Epps effect using volume time averaging: An exercise in R"
Published: 2019-12-06T11:19:39Z
Keywords: JSE, Intraday, Top40, Liquid, Statistics

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

2019-12-06T11:19:39Z (GMT) 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

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JSE Intraday Top40 Liquid

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

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