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ThedispositionEffect package allows to quickly evaluate the presenceof disposition effect’s behaviors of an investor based solely on histransactions and the market prices of the traded assets.

You can install the released version ofdispositionEffect fromCRAN with:

install.packages("dispositionEffect")

Otherwise, you can also install the development version fromGitHub with:

install.packages("devtools")devtools::install_github("marcozanotti/dispositionEffect")

The package contains few user-friendly purpose specific interfaces:

• portfolio_compute is a wrapper function that compute realized andpaper gains and losses from the investor’s transactions and themarket prices of the traded assets and updates the investor’sportfolio

• gains_losses is the core function of the package. It performs allthe necessary calculations and can be used for real-time processing(it is intended for advanced users only)

• disposition_effect computes the disposition effect

• disposition_difference computes the disposition difference

• disposition_computeanddisposition_summaryinterfaces that allowto easily compute disposition effect and summary statistics.

• Gettingstarted

• The Analysis of DispositionEffect

• Disposition Effect inParallel

• Time Series DispositionEffect

• Mazzucchelli, 2022,An Analysis of Short Selling and VolatilityImpact on the Disposition Effect (working paper)

• Filippin, Mazzucchelli, and Zanotti, 2022,Portfolio drivendisposition effect: the wide framing approach (working paper)

• Mazzucchelli, and Zanotti, 2022,Mean reverting expectations torationalize the disposition effect (working paper)

• Computing Disposition Effect on Financial MarketData,2021, useR! Conference

If you encounter a clear bug, please file an issue with a minimalreproducible example onGitHub.

For questions and other discussion, mail us atzanottimarco17@gmail.com.

A special thank toClaudGraphics for our logo.