Detailed Information on Publication Record
2014
The determinants of ETFs short selling activity
DEEV, Oleg and Dagmar LINNERTOVÁBasic information
Original name
The determinants of ETFs short selling activity
Authors
DEEV, Oleg (643 Russian Federation, belonging to the institution) and Dagmar LINNERTOVÁ (203 Czech Republic, guarantor, belonging to the institution)
Edition
AMSTERDAM, Procedia Social and Behavioral Sciences, p. 669-673, 5 pp. 2014
Publisher
ELSEVIER SCIENCE BV
Other information
Language
English
Type of outcome
Stať ve sborníku
Field of Study
50600 5.6 Political science
Country of publisher
Netherlands
Confidentiality degree
není předmětem státního či obchodního tajemství
Publication form
electronic version available online
RIV identification code
RIV/00216224:14560/14:00074794
Organization unit
Faculty of Economics and Administration
ISSN
UT WoS
000335570200115
Keywords in English
Exchange traded funds; short selling
Tags
International impact, Reviewed
Změněno: 2/4/2015 08:51, Mgr. Daniela Marcollová
Abstract
V originále
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.
Links
| MUNI/A/0753/2012, interní kód MU |
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