宏观金融变量与企业市场表现 // wind_financial_terminal

Dataset: Wind 金融终端与宏观金融指标

identification: firm and time fixed effects with macro controls

dependent variable

s_dq_pctchange · 涨跌幅 · continuous

core independent variables (3)

namelabeltype
shibor_overnight隔夜 SHIBORcontinuous
edb_m2_yoyM2 同比增速(EDB)continuous
credit_spread信用利差continuous

controls (4)

namelabeltype
s_val_mv总市值(估值字段)continuous
s_val_pb_new市净率(估值字段)continuous
trade_dt交易日期identifier
s_info_windcodeWind 证券代码(WSD/WSS 导出口径)identifier