Open AccessBiased Shorts: Short Sellers' Disposition Effect and Limits to Arbitrage
Author(s) -
Bastian von Beschwitz,
Massimo Massa
Publication year - 2015
Publication title -
international finance discussion paper
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.2015.1147
Subject(s) - disposition effect , disposition , arbitrage , stock (firearms) , economics , position (finance) , limits to arbitrage , short interest ratio , closing (real estate) , econometrics , statistical arbitrage , monetary economics , financial economics , risk arbitrage , arbitrage pricing theory , capital asset pricing model , psychology , finance , mechanical engineering , social psychology , paleontology , context (archaeology) , engineering , biology
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