Evaluate the presence of disposition effect and others irrational investor's behaviors based solely on investor's transactions and financial market data. Experimental data can also be used to perform the analysis. Four different methodologies are implemented to account for the different nature of human behaviors on financial markets. Novel analyses such as portfolio driven and time series disposition effect are also allowed.
Version: 1.0.1 Depends: R (≥ 3.5.0) Imports: dplyr, purrr, lubridate, magrittr, progress Suggests: devtools, knitr, rmarkdown, roxygen2, testthat, covr, tidyr, skimr, ggplot2, ggridges, furrr, future, foreach, doParallel, parallel, bench Published: 2022-05-30 DOI: 10.32614/CRAN.package.dispositionEffect Author: Lorenzo Mazzucchelli [aut], Marco Zanotti [aut, cre] Maintainer: Marco Zanotti <zanottimarco17 at gmail.com> BugReports: https://github.com/marcozanotti/dispositionEffect/issues License: MIT + file LICENSE URL: https://marcozanotti.github.io/dispositionEffect/, https://github.com/marcozanotti/dispositionEffect NeedsCompilation: no Materials: README NEWS CRAN checks: dispositionEffect resultsRetroSearch is an open source project built by @garambo | Open a GitHub Issue
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