dispositionEffect - Analysis of Disposition Effect on Financial Portfolios
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.
Last updated 2 years ago
behavioral-economicsbehavioral-scienceseconometricseconomicsfinancefinancial-analysisfinancial-datafinancial-marketstime-series
5.20 score 4 stars 9 scripts 151 downloads