I have a list consisting of 3 elements:

datalist=list(a=datanew1,b=datanew2,c=datanew3)

datalist$a :

      Inv_ret Firm size  leverage        Risk  Liquidity Equity
17  0.04555968  17.34834 0.1323199 0.011292273 0.02471489      0
48  0.01405835  15.86315 0.6931730 0.002491093 0.12054914      0
109 0.04556252  16.91602 0.1714068 0.006235836 0.01194579      0
159 0.04753472  14.77039 0.3885720 0.007126830 0.06373028      0
301 0.03941040  16.94377 0.1805346 0.005450653 0.01723319      0

datalist$b :

      Inv_ret Firm size   leverage        Risk  Liquidity      Equity
31  0.04020832  18.13300 0.09326265 0.015235240 0.01579559 0.005025379
62  0.04439078  17.84086 0.11016402 0.005486982 0.01266566 0.006559096
123 0.04543250  18.00517 0.12215307 0.011154742 0.01531451 0.002282790
173 0.03960613  16.45457 0.10828643 0.011506857 0.02385191 0.009003780
180 0.03139643  17.57671 0.40063094 0.003447233 0.04530395 0.000000000

datalist$c :

   Inv_ret Firm size   leverage       Risk   Liquidity      Equity
92  0.03081029  19.25359 0.10513159 0.01635201 0.025760806 0.000119744
153 0.03280746  19.90229 0.11731517 0.01443786 0.006769735 0.011999005
210 0.04655847  20.12543 0.11622403 0.01418010 0.003125632 0.003802365
250 0.03301018  20.67197 0.13208234 0.01262499 0.009418828 0.021400052
282 0.04355975  20.03012 0.08588316 0.01918129 0.004213846 0.023657440

I am trying to create a cor.test on the datalist above :

Cor.tests=sapply(datalist,function(x){ 
  for(h in 1:length(names(x))){

    for(i in 1:length(names(x$h[i]))){
      for(j in 1:length(names(x$h[j]))){
      cor.test(x$h[,i],x$h[,j])$p.value 


    }}}})

But I get an error :

Error in cor.test.default(x$h[, i], x$h[, j]) : 
  'x' must be a numeric vector

Any suggestions about what I am doing wrong?

P.S. If I simply have one dataframe, datanew1 :

      Inv_ret Firm size  leverage        Risk  Liquidity Equity
17  0.04555968  17.34834 0.1323199 0.011292273 0.02471489      0
48  0.01405835  15.86315 0.6931730 0.002491093 0.12054914      0
109 0.04556252  16.91602 0.1714068 0.006235836 0.01194579      0
159 0.04753472  14.77039 0.3885720 0.007126830 0.06373028      0
301 0.03941040  16.94377 0.1805346 0.005450653 0.01723319      0

I use this loop :

results=matrix(NA,nrow=6,ncol=6)
for(i in 1:length(names(datanew1))){
  for(j in 1:length(names(datanew1))){
    results[i,j]<-cor.test(datanew1[,i],datanew1[,j])$p.value 


}}

And the output is:

results :
             [,1]         [,2]         [,3]         [,4]         [,5]        [,6]
[1,] 0.000000e+00 7.085663e-09 3.128975e-10 3.018239e-02 4.806400e-10 0.475139526
[2,] 7.085663e-09 0.000000e+00 2.141581e-21 0.000000e+00 2.247825e-20 0.454032499
[3,] 3.128975e-10 2.141581e-21 0.000000e+00 2.485924e-25 2.220446e-16 0.108643838
[4,] 3.018239e-02 0.000000e+00 2.485924e-25 0.000000e+00 5.870007e-15 0.006783324
[5,] 4.806400e-10 2.247825e-20 2.220446e-16 5.870007e-15 0.000000e+00 0.558827862
[6,] 4.751395e-01 4.540325e-01 1.086438e-01 6.783324e-03 5.588279e-01 0.000000000

Which is exactly what I want. But I want to get 3 matrices, one for each element of the datalist above.