LINNERTOVÁ, Dagmar, Oleg DEEV and 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, p. 196-200. ISBN 978-80-210-6294-8.
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Basic information
Original name Investigation of factors affecting short interest in the Australian Stock Exchange
Authors LINNERTOVÁ, Dagmar (203 Czech Republic, guarantor, belonging to the institution), Oleg DEEV (643 Russian Federation, belonging to the institution) and Martin CUPAL (203 Czech Republic, belonging to the institution).
Edition Brno, European Financial Systems 2013. Proceedings of the 10th International Scientific Conference, p. 196-200, 5 pp. 2013.
Publisher Masaryk University
Other information
Original language English
Type of outcome Proceedings paper
Field of Study 50200 5.2 Economics and Business
Country of publisher Czech Republic
Confidentiality degree is not subject to a state or trade secret
Publication form printed version "print"
WWW URL
RIV identification code RIV/00216224:14560/13:00069362
Organization unit Faculty of Economics and Administration
ISBN 978-80-210-6294-8
UT WoS 000324654400028
Keywords in English short interest; Australian Stock Exchange; short sell; ETFs; determinants
Changed by Changed by: Ing. Dagmar Vágnerová Linnertová, Ph.D., učo 76289. Changed: 7/4/2014 13:10.
Abstract
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.
Links
MUNI/A/0753/2012, interní kód MUName: Evropské finanční systémy 2013 (Acronym: EFS)
Investor: Masaryk University, Category A
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