`amihud` // Amihud 非流动性指标

Amihud illiquidity

常由 |return|/成交金额构造；如果用户上传已处理字段，需说明收益率和成交额单位

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attributes

dataset	csmar_stock · CSMAR股票市场数据库
type	`continuous`
role	`iv,control`
data file	`daily`
keywords	Amihud非流动性流动性价格冲击

Member of these concepts

股票流动性 / 换手率

Same concept in other datasets

dataset	variable	label	type
resset_finance	illiq	非流动性指标	continuous