Have you tried using PROC PANEL? You should be able to specify one-way and two-way fixed and random effects using the options in the model statement:
proc panel data=data;
id stock_name date;
model stock_price = volume liquidity volatility / fixone (or fixtwo); run;
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ANOVA, or Analysis Of Variance, is used to compare the averages or means of two or more populations to better understand how they differ. Watch this tutorial for more.