illiq // 非流动性指标Illiquidity measure
非流动性指标入口，可能为数据库字段或用户构造的 Amihud 指标；需披露构造方式
| dataset | resset_finance · RESSET 锐思金融研究数据库 |
| type | continuous |
| role | iv,control |
| data file | stock |
| keywords | 非流动性Amihud流动性ILLIQ |
| dataset | variable | label | type |
|---|---|---|---|
| csmar_stock | amihud | Amihud 非流动性指标 | continuous |
| csmar_stock | illiquidity | 非流动性指标 | continuous |