LINNERTOVÁ, Dagmar a Silvie KAFKOVÁ. Cross-sectional Analysis of Short Sale Determinants in the US Market Sectors. In Kajurova, V Krajicek, J. EUROPEAN FINANCIAL SYSTEMS 2015: PROCEEDINGS OF THE 12TH INTERNATIONAL SCIENTIFIC CONFERENCE. BRNO: MASARYKOVA UNIV, 2015, s. 367-374. ISBN 978-80-210-7962-5. |
Další formáty:
BibTeX
LaTeX
RIS
@inproceedings{1318494, author = {Linnertová, Dagmar and Kafková, Silvie}, address = {BRNO}, booktitle = {EUROPEAN FINANCIAL SYSTEMS 2015: PROCEEDINGS OF THE 12TH INTERNATIONAL SCIENTIFIC CONFERENCE}, editor = {Kajurova, V Krajicek, J}, keywords = {short sale; panel regression with fixed effect; blue chips; Standard & Poor's index}, howpublished = {tištěná verze "print"}, language = {eng}, location = {BRNO}, isbn = {978-80-210-7962-5}, pages = {367-374}, publisher = {MASARYKOVA UNIV}, title = {Cross-sectional Analysis of Short Sale Determinants in the US Market Sectors}, url = {http://is.muni.cz/do/econ/sborniky/2015/EFS_2015_proceedings.pdf}, year = {2015} }
TY - JOUR ID - 1318494 AU - Linnertová, Dagmar - Kafková, Silvie PY - 2015 TI - Cross-sectional Analysis of Short Sale Determinants in the US Market Sectors PB - MASARYKOVA UNIV CY - BRNO SN - 9788021079625 KW - short sale KW - panel regression with fixed effect KW - blue chips KW - Standard & KW - Poor's index UR - http://is.muni.cz/do/econ/sborniky/2015/EFS_2015_proceedings.pdf N2 - The aim of this paper is to analyze short sale determinants along particular sectors in the U.S. market. The analysis is carried out for firm-specific and market characteristics of blue chips traded in the NYSE in the period 2000 - 2014. The motivation of investors for short sale is explained by four short sale hypotheses. The results for particular sectors are compared with those for the full sample and findings about attractively of particular stocks for short sale are suggested. The analysis is based on application of panel regression with fixed effect. ER -
LINNERTOVÁ, Dagmar a Silvie KAFKOVÁ. Cross-sectional Analysis of Short Sale Determinants in the US Market Sectors. In Kajurova, V Krajicek, J. \textit{EUROPEAN FINANCIAL SYSTEMS 2015: PROCEEDINGS OF THE 12TH INTERNATIONAL SCIENTIFIC CONFERENCE}. BRNO: MASARYKOVA UNIV, 2015, s.~367-374. ISBN~978-80-210-7962-5.
|