Estimate Holding Cost Distributions for Chinese Equities

Estimates holding-cost distributions of mainland Chinese A-share equities from daily price, volume, amount and turnover data. Implements the linear turnover-based cost-distribution recurrence of Liu and Wang (2018) , and adds a package-specific exponential-retention alternative and price-allocation choices. Provides optional adjustment factors and initial distributions, offline preparation of 'Tushare' tables, weighted cost summaries and diagnostics for reproducible sensitivity analysis.


Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("asharechips")

0.2.1 by Ruihong Zhao, 8 hours ago


Browse source code at https://github.com/cran/asharechips


Authors: Ruihong Zhao [aut, cre]


Documentation:   PDF Manual  


MIT + file LICENSE license


Imports graphics

Suggests testthat, knitr, rmarkdown


See at CRAN