DEanalysis: Real sample data for Disposition Effect analysis

DEanalysisR 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


dispositionEffect documentation built on May 30, 2022, 9:05 a.m.