| 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. |
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@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.
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