To sell something (legally), we have to own it. I believe that we have no ownership over our souls, disregarding of our religion beliefs. I beleave that we, our souls belongs to God, our Creator:
For everyone belongs to Me, the parent as well as the child—both alike
belong to Me.
This opinion has confirmation in one of known purposes of our creation:
For in Him all things were created: things in heaven and on earth,
visible and invisible, whether thrones or powers or rulers or
authorities; all things have been created through Him and for Him.
Also, Jesus Christ saved our souls from upon authority of sin and death:
Romans 6:20-23 (NIV):
20 When you were slaves to sin, you were free
from the control of righteousness. 21 What benefit did you reap at
that time from the things you are now ashamed of? Those things result
in death! 22 But now that you have been set free from sin and have
become slaves of God, the benefit you reap leads to holiness, and the
result is eternal life. 23 For the wages of sin is death, but the gift
of God is eternal life in Christ Jesus our Lord.
As a slaves (or servants) we cannot sell ourselves. While we are belonging to God, we have a choice of the way we want to live our lives, so it is similar to renting. I believe we are renting our soul or, rather, our Lord gave us our souls to rule temporarly, the same way as in parable about talents (
Matthew 25:14-30 (NIV)) or parable about mines (Luke 19:12-27 (NIV)), see also wiki article.
While we cannot sell our soul, but we can destroy it by sins and by rejecting God.
But the cowardly, the unbelieving, the vile, the murderers, the sexually immoral, those who practice magic arts, the idolaters and all
liars —they will be consigned to the fiery lake of burning sulfur.
This is the second death.”
Also, the other point of view on soul selling is living for the sake of wealth, serving to the Mammon:
No one can serve two masters. Either you will hate the one and love
the other, or you will be devoted to the one and despise the other.
You cannot serve both God and money.