Analysis of Disposition Effect on Financial Portfolios

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Documentation for package ‘dispositionEffect’ version 1.0.1

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dispositionEffect-package dispositionEffect: behavioral Analysis on Financial Data
closest_market_price Closest market price
DEanalysis Real sample data for Disposition Effect analysis
disposition_compute Disposition Effect
disposition_compute_ts Disposition Effect
disposition_difference Disposition Effect
disposition_effect Disposition Effect
disposition_summary Disposition Effect
disposition_summary_ts Disposition Effect
evaluate Portfolio evaluation
evaluate_portfolio Portfolio evaluation
gains_losses Gains & Losses
investor Sample investor financial transactions
marketprices Market prices of assets traded by the sample investor
paper_compute Papers' estimation
paper_count Papers' estimation
paper_duration Papers' estimation
paper_total Papers' estimation
paper_value Papers' estimation
portfolio_compute Portfolio Compute
portfolio_results Realized and paper results
portfolio_results_ts Realized and paper results
realized_compute Realized estimation
realized_count Realized estimation
realized_duration Realized estimation
realized_empty Realized estimation
realized_total Realized estimation
realized_value Realized estimation