LINNERTOVÁ, Dagmar and 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. p. 367-374, 8 pp. ISBN 978-80-210-7962-5.
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Basic information
Original name Cross-sectional Analysis of Short Sale Determinants in the US Market Sectors
Authors LINNERTOVÁ, Dagmar (203 Czech Republic, guarantor, belonging to the institution) and Silvie KAFKOVÁ (203 Czech Republic, belonging to the institution).
Edition BRNO, EUROPEAN FINANCIAL SYSTEMS 2015: PROCEEDINGS OF THE 12TH INTERNATIONAL SCIENTIFIC CONFERENCE, p. 367-374, 8 pp. 2015.
Publisher MASARYKOVA UNIV
Other information
Original language English
Type of outcome Proceedings paper
Field of Study 50200 5.2 Economics and Business
Country of publisher Czech Republic
Confidentiality degree is not subject to a state or trade secret
Publication form printed version "print"
WWW URL
RIV identification code RIV/00216224:14560/15:00084839
Organization unit Faculty of Economics and Administration
ISBN 978-80-210-7962-5
UT WoS 000370679200049
Keywords in English short sale; panel regression with fixed effect; blue chips; Standard & Poor's index
Tags International impact, Reviewed
Changed by Changed by: Ing. Dagmar Vágnerová Linnertová, Ph.D., učo 76289. Changed: 21/3/2016 09:35.
Abstract
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.
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