[Retracted] Quantitative Evaluation Model of Stock Market Liquidity by Macroeconomic Factors

Table 2

ADF test results of the logarithmic return of each Shanghai index.

Log rate of return	value
Shanghai composite index	0.01
Business sector index	0.01
Real estate industry index	0.01
Industrial index	0.01
Utility industry index	0.01
Composite industry index	0.01