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@inproceedings{1318495,
author = {Linnertová, Dagmar},
address = {Amsterdam},
booktitle = {Procedia Economics and Finance},
editor = {Cetin Bektas},
keywords = {S&P 500; short sale; panel regression; fixed effect},
howpublished = {elektronická verze "online"},
language = {eng},
location = {Amsterdam},
pages = {1136- 1140},
publisher = {ELSEVIER SCIENCE BV},
title = {Cross-sectional Analysis of Short Sale of NYSE's Blue Chips},
url = {http://www.sciencedirect.com/science/article/pii/S2212567115009429},
year = {2015}
}
TY - JOUR
ID - 1318495
AU - Linnertová, Dagmar
PY - 2015
TI - Cross-sectional Analysis of Short Sale of NYSE's Blue Chips
PB - ELSEVIER SCIENCE BV
CY - Amsterdam
KW - S&P 500
KW - short sale
KW - panel regression
KW - fixed effect
UR - http://www.sciencedirect.com/science/article/pii/S2212567115009429
N2 - The aim of the paper is to analyse the determinants of short sale activity of blue chips on NYSE in the period 2000 – 2014. In the paper the fixed effect panel regression model is applied. The determinants of short selling activity are chosen according to previous literature review. The investigate period was divided into three separate sub periods that correspond with different economics conditions in the period 2000 – 2014. Analysed variables represent company fundamentals and market specifics characteristics. The impact of analysed variables on short sale level is long-term stable and constants.
ER -
LINNERTOVÁ, Dagmar. Cross-sectional Analysis of Short Sale of NYSE's Blue Chips. Online. In Cetin Bektas. \textit{Procedia Economics and Finance}. Amsterdam: ELSEVIER SCIENCE BV, 2015, s.~1136- 1140. ISSN~2212-5671.
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