The determinants of ETFs short selling activity

DEEV, Oleg and Dagmar LINNERTOVÁ. The determinants of ETFs short selling activity. Online. In Procedia Social and Behavioral Sciences. AMSTERDAM: ELSEVIER SCIENCE BV, 2014, p. 669-673. ISSN 1877-0428. Available from: https://dx.doi.org/10.1016/j.sbspro.2013.12.526.

Basic 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

• Original language: English
• Type of outcome: Proceedings paper
• Field of Study: 50600 5.6 Political science
• Country of publisher: Netherlands
• Confidentiality degree: is not subject to a state or trade secret
• Publication form: electronic version available online
• RIV identification code: RIV/00216224:14560/14:00074794
• Organization unit: Faculty of Economics and Administration
• ISSN: 1877-0428
• Doi: http://dx.doi.org/10.1016/j.sbspro.2013.12.526
• UT WoS: 000335570200115
• Keywords in English: Exchange traded funds; short selling
• Tags: International impact, Reviewed

Abstract

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: Name: Evropské finanční systémy 2013 (Acronym: EFS)

Investor: Masaryk University, Category A