2022-02-06
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行业回报率,行业年龄等在哪里有数据或者咋算呀
求问哪里有中国上市公司IND_RETVOL,IND_ROA,IND_AGE的数据或者有这个计算的方法,有一篇美国的文献是这么定义下面的数值的:
IND_RETVOL is the industry-year mean of firm-level standard deviation of returns over 12 months of a firm’s stock in a calendar year at the four-digit SIC (or three-digit FIC) level.
∙ IND_ROA is the industry-year mean of firm-level ROA at the four-digit SIC (or three-digit FIC) level.
∙ IND_AGE is the industry-year mean of firm age at the four-digit SIC (or three-digit FIC) level, where firm age is defined as the number of years (divided by 100) since the first year that a firm’s stock price was recorded in Compustat
但是哪里有对应的数据库有中国上市公司的数据或者具体怎么算这些呢






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