流动性与收益率 // csmar_stock

Dataset: CSMAR股票市场数据库

dependent variable

mretwd · 考虑现金红利再投资的月个股回报率 · continuous

core independent variables (2)

namelabeltype
dnshrtrd日换手率continuous
volatility波动率continuous

controls (3)

namelabeltype
marketvalue总市值continuous
beta贝塔系数continuous
year年份continuous