| DEanalysis {dispositionEffect} | R Documentation |
Real sample data for Disposition Effect analysis
Description
A sample dataset containing 10 investors, their market transactions and the market prices of the traded assets.
Usage
DEanalysis
Format
A list containing two data frames: transactions and marketprices.
- investor
id of the investor
- type
binary variable indicating the type of operation, B = buy and S = sell
- asset
id of the traded asset
- quantity
quantity of the traded asset
- price
market price of the traded asset
- datetime
timestamp of the operation
[Package dispositionEffect version 1.0.1 Index]