The disposition effect on partially informed short sellers

WC Tsai, LJ Lin, HY Chiu - Pacific-Basin Finance Journal, 2024 - Elsevier
This paper examines how the disposition effect influences the trading behavior of partially
informed short sellers. We measure short sellers' closing of short positions by the ratio of …

Frenzied buyers and sophisticated sellers: How short sellers trade individual investors' most purchased stocks

D Outlaw - Journal of Behavioral and Experimental Finance, 2023 - Elsevier
Prior literature describes individual investors as “dumb money” and finds that they are
irrational, frenzied buyers who display herd-like trading behavior. Using a dataset of …

Do individuals and institutions make different short selling strategies around the 52-week highs?

MC Lin, MP Chou - International Review of Economics & Finance, 2023 - Elsevier
In this study, we investigate whether the effects of the price proximity and timing recency of
52-week highs on short sellers' trading strategies vary with investor type. The results show …

[PDF][PDF] Essays on short selling

CSPK Fernando - 2023 - ourarchive.otago.ac.nz
This thesis consists of three standalone studies in the field of short selling and its impact on
asset pricing. The first study investigates the trading behaviour of institutional and retail short …

INVESTOR SENTIMENT AND SHORTED-STOCK RETURN.

Y Park, S Suh - Journal of Economic Development, 2023 - search.ebscohost.com
This study examines the role of firm-specific sentiment in the returns on shorted stocks in the
Korean stock market. We find evidence that a low or high firm-specific sentiment predicts …

[PDF][PDF] EFFECT OF SHORT SELLİNG ON RİSK AND RETURN İN THE NİGERİAN STOCK MARKET

AO GBADEBO, YO OYEDEKO - EDITORIAL BOARD, 2022 - ibn.idsi.md
The study looked at the effect of short selling on risk and return in the Nigerian stock market.
Purposive sampling was employed throughout the study period 2005 to 2020 to determine …

[PDF][PDF] ESSAYS ON EXCHANGE TRADED FUNDS AND RETAIL INVESTORS

YELH EL - dial.uclouvain.be
We live in an ever-evolving world and financial markets are certainly no exception to the
rule. Fierce competition between market agents at different levels constantly lead to the …

Effect of short selling on risk and return in Nigerian stock market

Y Oyedeko, A Gbadebo - Algerian journal of economic performance, 2023 - asjp.cerist.dz
The study looked at the effect of short selling on risk and return in the Nigerian stock market.
Purposive sampling was employed throughout the study period 2005 to 2020 to determine …