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Figure 1 | EPJ Data Science

Figure 1

From: Trade synchronization and social ties in stock markets

Figure 1

Timeline of the analyzed data sets. The observations in the Virre data set are available starting from April 1962 until November 2019. SIRE data was collected over two non-overlapping periods. The first one covers the period between July 2005 and February 2010, while the second is between March 2013 and September 2018. SRD data set is available for the period between January 1995 until December 2016. The investigated period in the empirical part of this paper ranges between January 2005 and December 2009. In the SRD data from 2010 onwards, the transactions are net aggregated under the registration date, making the estimation of scaled net-volume (Eq. (1)) impossible

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