事件研究与异常收益 // csmar_stock

Dataset: CSMAR股票市场数据库

identification: market model abnormal return around event window

dependent variable

dretwd · 考虑现金红利再投资的日个股回报率 · continuous

core independent variables (1)

namelabeltype
mkt_ret市场收益率continuous

controls (5)

namelabeltype
marketvalue总市值continuous
dnshrtrd日换手率continuous
trdsta交易状态categorical
markettype市场类型categorical
year年份continuous