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 and Martin CUPAL

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

Language

English

Type of outcome

Stať ve sborníku

Field of Study

50200 5.2 Economics and Business

Country of publisher

Czech Republic

Confidentiality degree

není předmětem státního či obchodního tajemství

Publication form

printed version "print"

References:

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

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

Abstract

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.

Links

MUNI/A/0753/2012, interní kód MU

Name: Evropské finanční systémy 2013 (Acronym: EFS)

Investor: Masaryk University, Category A

Citovat

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.

@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 and 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, p.~196-200. ISBN~978-80-210-6294-8.

Detailed Information on Publication Record