Short positions show a weaker disposition effect than long positions under narrow framing, but the pattern reverses in positive portfolios under integrated framing, with systematic risk amplifying the differences.
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Do Short Exposure and Systematic Risk Exposure Drive Asymmetries in the Disposition Effect?
Short positions show a weaker disposition effect than long positions under narrow framing, but the pattern reverses in positive portfolios under integrated framing, with systematic risk amplifying the differences.