As well as simple unwanted inductance there can be eddy current effects that affect precision measurements of AC current. This is a major issue in some kinds of equipment (eg. medical).
See, for example, this paper "AC characteristics of low-ohmic foil shunts influenced by eddy currents in the mounting body.
I would definitely not use random resistors from unreliable sources as AC current shunts, particularly if I didn't have the time and/or equipment to properly characterize them.