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收益反转变量.xlsx
(2.48 MB, 需要: RMB 20 元)
数据如下：
| stkcd | 证券代码 | year | Gamma |
1 | 000001 | 2000 | -0.012207748 |
1 | 000001 | 2001 | 0.009580486 |
1 | 000001 | 2002 | 0.000373613 |
1 | 000001 | 2003 | -0.005238617 |
1 | 000001 | 2004 | -0.005616724 |
1 | 000001 | 2005 | -0.016589126 |
1 | 000001 | 2006 | 0.006849829 |
1 | 000001 | 2007 | 0.003679896 |
1 | 000001 | 2008 | 0.010656813 |
1 | 000001 | 2009 | 0.000322266 |
1 | 000001 | 2010 | 0.002177879 |
1 | 000001 | 2011 | 0.003875743 |
1 | 000001 | 2012 | 0.003466689 |
1 | 000001 | 2013 | -0.000607856 |
1 | 000001 | 2014 | -0.003286585 |
1 | 000001 | 2015 | 0.002055232 |
1 | 000001 | 2016 | 0.000369039 |
1 | 000001 | 2017 | 0.001048198 |
1 | 000001 | 2018 | 0.001516921 |
1 | 000001 | 2019 | -0.000220243 |
1 | 000001 | 2020 | 7.00223E-05 |
1 | 000001 | 2021 | 0.002235802 |
1 | 000001 | 2022 | -0.000497827 |
1 | 000001 | 2023 | -0.000653335 |
1 | 000001 | 2024 | 0.000769452 |
1 | 000001 | 2025 | -0.000619118 |
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