市场模型事件研究 // resset_finance

Dataset: RESSET 锐思金融研究数据库

identification: abnormal return around event window

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dependent variable

ret · 个股收益率 · continuous

core independent variables (1)

name	label	type
mktret	市场收益率	continuous

controls (4)

name	label	type
turnover	换手率	continuous
size	公司规模	continuous
stkcd	股票代码	identifier
trddt	交易日期	identifier