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@inproceedings{1127852,
author = {Deev, Oleg and Linnertová, Dagmar},
address = {AMSTERDAM},
booktitle = {Procedia Social and Behavioral Sciences},
doi = {http://dx.doi.org/10.1016/j.sbspro.2013.12.526},
keywords = {Exchange traded funds; short selling},
howpublished = {elektronická verze "online"},
language = {eng},
location = {AMSTERDAM},
pages = {669-673},
publisher = {ELSEVIER SCIENCE BV},
title = {The determinants of ETFs short selling activity},
year = {2014}
}
TY - JOUR
ID - 1127852
AU - Deev, Oleg - Linnertová, Dagmar
PY - 2014
TI - The determinants of ETFs short selling activity
PB - ELSEVIER SCIENCE BV
CY - AMSTERDAM
KW - Exchange traded funds
KW - short selling
N2 - Short selling of exchange-traded funds has become a common means of speculating or hedging in response to pessimistic expectations about a specific market or sector, as the short interest of ETFs is more than 10 times that of individual stocks, on average. The study determines specific characteristics of globally available ETFs, which influence the level of short interest, such as trading volume, price stability, market capitalization, expense ratio, geographical focus, investment strategy and the availability of derivatives for the underlying index. (C) 2014 The Authors. Published by Elsevier Ltd.
ER -
DEEV, Oleg a Dagmar LINNERTOVÁ. The determinants of ETFs short selling activity. Online. In \textit{Procedia Social and Behavioral Sciences}. AMSTERDAM: ELSEVIER SCIENCE BV, 2014, s.~669-673. ISSN~1877-0428. Dostupné z: https://dx.doi.org/10.1016/j.sbspro.2013.12.526.
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