dispositionEffect

Analysis of Disposition Effect on Financial Portfolios

CRAN Package

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.


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Insights

Last 30 days

This package has been downloaded 148 times in the last 30 days. More than a random curiosity, but not quite a blockbuster. Still, it's gaining traction! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 15 times.

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0 downloadsDec 15, 2024
0 downloadsDec 16, 2024
0 downloadsDec 17, 2024
0 downloadsDec 18, 2024
0 downloadsDec 19, 2024
15 downloadsDec 20, 2024
4 downloadsDec 21, 2024
4 downloadsDec 22, 2024
2 downloadsDec 23, 2024
1 downloadsDec 24, 2024
7 downloadsDec 25, 2024
5 downloadsDec 26, 2024
3 downloadsDec 27, 2024
1 downloadsDec 28, 2024
0 downloadsDec 29, 2024
0 downloadsDec 30, 2024
1 downloadsDec 31, 2024
10 downloadsJan 1, 2025
10 downloadsJan 2, 2025
14 downloadsJan 3, 2025
9 downloadsJan 4, 2025
2 downloadsJan 5, 2025
5 downloadsJan 6, 2025
3 downloadsJan 7, 2025
4 downloadsJan 8, 2025
1 downloadsJan 9, 2025
6 downloadsJan 10, 2025
2 downloadsJan 11, 2025
2 downloadsJan 12, 2025
6 downloadsJan 13, 2025
2 downloadsJan 14, 2025
6 downloadsJan 15, 2025
6 downloadsJan 16, 2025
2 downloadsJan 17, 2025
15 downloadsJan 18, 2025
0
15

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 2,093 times in the last 365 days. Now we’re talking! This work is officially 'heard of in academic circles', just like those wild research papers on synthetic bananas. The day with the most downloads was Jan 25, 2024 with 93 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


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Dependencies

  • Imports5 packages
  • Suggests15 packages