This dataset contains intraday volume-price records for 1,750 companies listed on the New York Stock Exchange. The data were sampled at 10-minute intervals and processed to examine the statistical beh
These are the minute-to-minute prices of 200 stocks in the Shanghai Stock Exchange and the daily closing prices of the Shanghai Index. The data of every stock and the index are from Jul. 27, 1999 to N
Using high-frequency data on Deutschemark and Yen returns against the dollar, we construct model-free estimates of daily exchange rate volatility and correlation, covering an entire decade. In additio
