Behavioral Stock Portfolio Optimization through Short-Selling

Abstract

… (B-stocks), investors now have an alternative profitable investment option by exploiting the positive effect (positive … , 10%) and highly abnormal trading volume, then if it is truly a disposition effect short-sell B-stock it will have a negative ( … To spot the disposition effect short-sell B-stocks, this study follows [8] in identifying the existence of a disposition effect where a stock …