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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 25 Jun. 2026.
Previous versions and publish date:
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
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