dependent variable
ret · Holding Period Return · continuous
core independent variables (2)
| name | label | type |
|---|
| shrout | Shares Outstanding | continuous |
| prc | Price | continuous |
controls (4)
| name | label | type |
|---|
| exchcd | Exchange Code | categorical |
| shrcd | Share Code | categorical |
| siccd | SIC Code | categorical |
| date | Date | identifier |