illiquidity // 非流动性指标Illiquidity measure
非流动性综合入口，可对应 Amihud、零收益天数或买卖价差等已构造变量；论文需披露构造方法
| dataset | csmar_stock · CSMAR股票市场数据库 |
| type | continuous |
| role | iv,control |
| data file | daily |
| keywords | 非流动性流动性ILLIQAmihud |
| dataset | variable | label | type |
|---|---|---|---|
| resset_finance | illiq | 非流动性指标 | continuous |