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gamma2022.xlsx
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Gamma越小，代表股票在年度内的流动性越好。
参考方法：. ETF,股票流动性与流动性同步性【吴偎立, 常峰源】
数据：
| 证券代码 | id | date | Gamma |
| 000004 | 4 | 2000 | -0.10918 |
| 000004 | 4 | 2001 | -0.03587 |
| 000004 | 4 | 2002 | 0.198754 |
| 000004 | 4 | 2003 | -0.39453 |
| 000004 | 4 | 2004 | -0.14021 |
| 000004 | 4 | 2005 | -0.60046 |
| 000004 | 4 | 2006 | -0.60046 |
| 000004 | 4 | 2007 | -0.0732 |
| 000004 | 4 | 2008 | -0.09808 |
| 000004 | 4 | 2009 | -0.15632 |
| 000004 | 4 | 2010 | 0.000726 |
| 000004 | 4 | 2011 | -0.15136 |
| 000004 | 4 | 2012 | -0.05912 |
| 000004 | 4 | 2013 | -0.13843 |
| 000004 | 4 | 2014 | -0.02522 |
| 000004 | 4 | 2015 | -0.00469 |
| 000004 | 4 | 2016 | -0.02633 |
| 000004 | 4 | 2017 | -0.08559 |
| 000004 | 4 | 2018 | -0.12585 |
| 000004 | 4 | 2019 | -0.03068 |
| 000004 | 4 | 2020 | -0.04435 |
| 000004 | 4 | 2021 | 0.006775 |
| 000004 | 4 | 2022 | -0.06786 |
| 000005 | 5 | 2000 | -0.00852 |
| 000005 | 5 | 2001 | 0.00053 |
| 000005 | 5 | 2002 | -0.01966 |
| 000005 | 5 | 2003 | -0.31581 |
| 000005 | 5 | 2004 | -0.21894 |
| 000005 | 5 | 2005 | -0.227 |
| 000005 | 5 | 2006 | -0.08167 |
| 000005 | 5 | 2007 | 0.003094 |
| 000005 | 5 | 2008 | -0.02398 |
| 000005 | 5 | 2009 | -0.00416 |
| 000005 | 5 | 2010 | -0.0028 |
| 000005 | 5 | 2011 | -0.00703 |
| 000005 | 5 | 2012 | -0.05581 |
| 000005 | 5 | 2013 | -0.03879 |
| 000005 | 5 | 2014 | -0.03361 |
| 000005 | 5 | 2015 | -0.01894 |
| 000005 | 5 | 2016 | -0.01108 |
| 000005 | 5 | 2017 | -0.01099 |
| 000005 | 5 | 2018 | 0.015525 |
| 000005 | 5 | 2019 | 0.042534 |
| 000005 | 5 | 2020 | -0.12483 |
| 000005 | 5 | 2021 | 0.02917 |
| 000005 | 5 | 2022 | 0.037029 |
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