ret // 个股收益率Stock return
个股日/月收益率;需确认是否含现金红利和复权处理
| dataset | resset_finance · RESSET 锐思金融研究数据库 |
| type | continuous |
| role | dv |
| data file | stock |
| keywords | 收益率回报return |
| dataset | variable | label | type |
|---|---|---|---|
| csmar_stock | dretwd | 考虑现金红利再投资的日个股回报率 | continuous |
| wind_financial_terminal | adj_close | 复权收盘价 | continuous |
| wind_financial_terminal | daily_return | 日收益率 | continuous |
| 市场模型事件研究 | dv |