dependent variable · 因变量
ret · Holding Period Return · continuous
core independent variables · 核心自变量 （2 个）
| 变量名 | 标签 | 类型 |
|---|
| shrout | Shares Outstanding | continuous |
| prc | Price | continuous |
controls · 控制变量 （4 个）
| 变量名 | 标签 | 类型 |
|---|
| exchcd | Exchange Code | categorical |
| shrcd | Share Code | categorical |
| siccd | SIC Code | categorical |
| date | Date | identifier |