Other packages > Find by keyword >

dispositionEffect  

Analysis of Disposition Effect on Financial Portfolios
View on CRAN: Click here


Download and install dispositionEffect package within the R console
Install from CRAN:
install.packages("dispositionEffect")

Install from Github:
library("remotes")
install_github("cran/dispositionEffect")

Install by package version:
library("remotes")
install_version("dispositionEffect", "1.0.1")



Attach the package and use:
library("dispositionEffect")
Maintained by
Marco Zanotti
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-08-02
Latest Update: 2022-05-30
Description:
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.
How to cite:
Marco Zanotti (2021). dispositionEffect: Analysis of Disposition Effect on Financial Portfolios. R package version 1.0.1, https://cran.r-project.org/web/packages/dispositionEffect. Accessed 16 Jul. 2026.
Previous versions and publish date:
(2026-07-09 07:32), 1.0.0 (2021-08-02 09:50)
Other packages that cited dispositionEffect R package
View dispositionEffect citation profile
Other R packages that dispositionEffect depends, imports, suggests or enhances
Complete documentation for dispositionEffect
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

tibble  
Simple Data Frames
Provides a 'tbl_df' class (the 'tibble') with stricter checking and better formatting than the tradi ...
Download / Learn more Package Citations See dependency  
Rnmr1D  
Perform the Complete Processing of a Set of Proton Nuclear Magnetic Resonance Spectra
Perform the complete processing of a set of proton nuclear magnetic resonance spectra from the free ...
Download / Learn more Package Citations See dependency  
tarchetypes  
Archetypes for Targets
Function-oriented Make-like declarative pipelines for Statistics and data science are supported in t ...
Download / Learn more Package Citations See dependency  
bbdetection  
Identification of Bull and Bear States of the Market
Implements two algorithms of detecting Bull and Bear markets in stock prices: the algorithm of Pagan ...
Download / Learn more Package Citations See dependency  
wordnet  
WordNet Interface
An interface to WordNet using the Jawbone Java API to WordNet. WordNet (< ...
Download / Learn more Package Citations See dependency  
stevedata  
Steve's Toy Data for Teaching About a Variety of Methodological, Social, and Political Topics
This is a collection of various kinds of data with broad uses for teaching. My students, and academ ...
Download / Learn more Package Citations See dependency  

27,806

R Packages

239,283

Dependencies

73,837

Author Associations

27,807

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA