资本市场事件研究 // wind_financial_terminal

Dataset: Wind 金融终端与宏观金融指标

identification: market model abnormal returns

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dependent variable

daily_return · 日收益率 · continuous

core independent variables (1)

name	label	type
adj_close	复权收盘价	continuous

controls (4)

name	label	type
market_cap	总市值	continuous
turnover	换手率	continuous
trade_dt	交易日期	identifier
wind_code	Wind 证券代码	identifier