国泰安CSMAR股票市场交易数据库，包含日度和月度交易数据、市场指标等。
CSMAR Stock Market Database registers 17 variables — 7 commonly used as dependent variables, 10 as core regressors and 1 as controls. Common research directions for this dataset include: 资产定价研究, 流动性与收益率.
资产定价研究: DV dretwd, IV beta, marketvalue, pb, controls year, month.
流动性与收益率: DV mretwd, IV dnshrtrd, volatility, controls marketvalue, beta, year.
| name | label | type/role | data file | description · keywords |
|---|---|---|---|---|
| stkcd | 股票代码 Stock code | identifier / identifier | daily | 上市公司股票代码 股票代码证券代码 |
| trddt | 交易日期 Trading date | identifier / time | daily | 交易日期（YYYY-MM-DD） 交易日期日期 |
| year | 年份 Year | continuous / time | daily | 交易年份 年份 |
| month | 月份 Month | continuous / time | daily | 交易月份 月份 |
| clsprc | 收盘价 Closing price | continuous / dv | daily | 日收盘价（元） 收盘价股价 |
| opnprc | 开盘价 Opening price | continuous / iv | daily | 日开盘价（元） 开盘价 |
| hiprc | 最高价 Highest price | continuous / iv | daily | 日最高价（元） 最高价 |
| loprc | 最低价 Lowest price | continuous / iv | daily | 日最低价（元） 最低价 |
| dnshrtrd | 日换手率 Daily turnover rate | continuous / iv,dv | daily | 日换手率（%） 换手率流动性 |
| dretwd | 考虑现金红利再投资的日个股回报率 Daily return (with cash dividend reinvested) | continuous / dv | daily | 考虑现金红利再投资的日个股回报率 日回报率收益率日收益 |
| mretwd | 考虑现金红利再投资的月个股回报率 Monthly return (with cash dividend reinvested) | continuous / dv | monthly | 考虑现金红利再投资的月个股回报率 月回报率月收益率 |
| marketvalue | 总市值 Total market capitalization | continuous / iv,control | daily | 总市值（万元） 市值总市值 |
| pb | 市净率 Price-to-book ratio | continuous / iv,dv | daily | 每股市价/每股净资产 市净率PB |
| pe | 市盈率 Price-to-earnings ratio | continuous / iv,dv | daily | 每股市价/每股收益 市盈率PE |
| beta | 贝塔系数 Beta | continuous / iv | monthly | 个股相对于市场的贝塔系数 贝塔系统风险Beta |
| volatility | 波动率 Volatility | continuous / dv,iv | monthly | 月度收益率标准差 波动率风险标准差 |
| volume | 成交量 Trading volume | continuous / iv | daily | 日成交量（股） 成交量交易量 |
The codebook is an open lookup. The Wizard consumes the same codebook to drive code generation — upload your data and the system auto-recognises variables, applies cleaning rules, recommends research designs, runs regressions and produces a Word report.