Cross-correlation coefficient between query and trading volumes after removing largest events.
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https://figshare.com/articles/dataset/_Cross_correlation_coefficient_between_query_and_trading_volumes_after_removing_largest_events_/278963
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资源简介：
We compute the cross-correlation coefficient between query and trading volumes after removing the days characterized by the highest trading volumes, respectively the top five and top ten events are removed. We note that a significant correlation is still observed for most of the stocks considered. This important test supports the robustness of our findings. See Supporting Information S1for the complete results for the 87 clean stocks.
创建时间：
2012-07-19
