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


marcozanotti/dispositionEffect documentation built on May 31, 2022, 12:51 p.m.