tradeCosts-package {tradeCosts}R Documentation

Trade Cost Analysis

Description

Performs ex-post analysis of security transaction costs.

Details

Package: tradeCosts
Version: 0.2-1
Date: 2007-10-01
LazyLoad: yes
Depends: R (>= 2.4.0), methods, tools, graphics
License: GPL (>= 2)
Built: R 2.6.0; ; 2007-10-02 09:09:18; unix

Index:

dynamic.mar.2007        Sample dynamic descriptive data
static.mar.2007         Sample static descriptive data
trade.costs             User-level function to perform basic trade cost
                        analysis.
trade.mar.2007          Sample trading data
tradeCosts-class        Class "tradeCosts"
tradeCosts-package      Trade Cost Analysis
tradeCostsResults-class
                        Class "tradeCostsResults"

Further information is available in the following vignettes:
tradeCosts-article Trade Costs (source, pdf)
tradeCosts Using the tradeCosts package (source, pdf)

Author(s)

Arjun Ravi Narayan <contact@arjunnarayan.com>, Aaron Schwartz <Aaron.J.Schwartz@williams.edu>, Daniel Suo <danielsuo@gmail.com> and Luyi Zhao <luyizhao@fas.harvard.edu> with contributions from Jeff Enos <jeff@kanecap.com> and David Kane <david@kanecap.com>

Maintainer: Jeff Enos <jeff@kanecap.com>


[Package tradeCosts version 0.3-0 Index]