Investigation of factors affecting short interest in the
Australian Stock Exchange

D 2013

Investigation of factors affecting short interest in the Australian Stock Exchange

LINNERTOVÁ, Dagmar, Oleg DEEV a Martin CUPAL

Základní údaje

Originální název

Investigation of factors affecting short interest in the Australian Stock Exchange

Autoři

LINNERTOVÁ, Dagmar (203 Česká republika, garant, domácí), Oleg DEEV (643 Rusko, domácí) a Martin CUPAL (203 Česká republika, domácí)

Vydání

Brno, European Financial Systems 2013. Proceedings of the 10th International Scientific Conference, od s. 196-200, 5 s. 2013

Nakladatel

Masaryk University

Další údaje

Jazyk

angličtina

Typ výsledku

Stať ve sborníku

Obor

50200 5.2 Economics and Business

Stát vydavatele

Česká republika

Utajení

není předmětem státního či obchodního tajemství

Forma vydání

tištěná verze "print"

Odkazy

URL

Kód RIV

RIV/00216224:14560/13:00069362

Organizační jednotka

Ekonomicko-správní fakulta

ISBN

978-80-210-6294-8

UT WoS

000324654400028

Klíčová slova anglicky

short interest; Australian Stock Exchange; short sell; ETFs; determinants

Změněno: 7. 4. 2014 13:10, Ing. Dagmar Vágnerová Linnertová, Ph.D.

Anotace

V originále

ETFs (Exchange Traded Funds) represent financial innovation that combines characteristics of mutual funds with advantages provided by continual exchange trading. ETFs shares can be also used for specific operations such as short selling or trading on margin. Because of minimal regulation the short sell interest (SI) with ETFs is several times higher than short sell interest with common stocks. There is a lack of research analyses the factors affecting the level of short sell inte rest with ETFs, although, we could find researches in that area focusing on common stocks. In that paper we investigate the factors that influence the level of short sell interest with ETFs in Australian Stock Exchange during the period of 2000 – the end o f 2012 and if these factors change in particulars sub - periods represented before, during and after the financial crisis periods.

Návaznosti

MUNI/A/0753/2012, interní kód MU

Název: Evropské finanční systémy 2013 (Akronym: EFS)

Investor: Masarykova univerzita, Evropské finanční systémy 2013, DO R. 2020_Kategorie A - Specifický výzkum - Studentské výzkumné projekty

Citovat

LINNERTOVÁ, Dagmar, Oleg DEEV a Martin CUPAL. Investigation of factors affecting short interest in the Australian Stock Exchange. In European Financial Systems 2013. Proceedings of the 10th International Scientific Conference. Brno: Masaryk University, 2013, s. 196-200. ISBN 978-80-210-6294-8.

@inproceedings{1122802,
   author = {Linnertová, Dagmar and Deev, Oleg and Cupal, Martin},
   address = {Brno},
   booktitle = {European Financial Systems 2013. Proceedings of the 10th International Scientific Conference},
   keywords = {short interest; Australian Stock Exchange; short sell; ETFs; determinants},
   howpublished = {tištěná verze "print"},
   language = {eng},
   location = {Brno},
   isbn = {978-80-210-6294-8},
   pages = {196-200},
   publisher = {Masaryk University},
   title = {Investigation of factors affecting short interest in the Australian Stock Exchange},
   url = {http://is.muni.cz/do/econ/soubory/konference/efs/Sbornik_2013.pdf},
   year = {2013}
}

TY  - JOUR
ID  - 1122802
AU  - Linnertová, Dagmar - Deev, Oleg - Cupal, Martin
PY  - 2013
TI  - Investigation of factors affecting short interest in the Australian Stock Exchange
PB  - Masaryk University
CY  - Brno
SN  - 9788021062948
KW  - short interest
KW  - Australian Stock Exchange
KW  - short sell
KW  - ETFs
KW  - determinants
UR  - http://is.muni.cz/do/econ/soubory/konference/efs/Sbornik_2013.pdf
N2  - ETFs (Exchange Traded Funds) represent financial innovation that combines characteristics of mutual funds with advantages provided by continual exchange trading. ETFs shares can be also used for specific operations such as short selling or trading on margin. Because of minimal regulation the short sell interest (SI) with ETFs is several times higher than short sell interest with common stocks. There is a lack of research analyses the factors affecting the level of short sell inte rest with ETFs, although, we could find researches in that area focusing on common stocks. In that paper we investigate the factors that influence the level of short sell interest with ETFs in Australian Stock Exchange during the period of 2000 – the end o f 2012 and if these factors change in particulars sub - periods represented before, during and after the financial crisis periods.
ER  -

LINNERTOVÁ, Dagmar, Oleg DEEV a Martin CUPAL. Investigation of factors affecting short interest in the Australian Stock Exchange. In \textit{European Financial Systems 2013. Proceedings of the 10th International Scientific Conference}. Brno: Masaryk University, 2013, s.~196-200. ISBN~978-80-210-6294-8.

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