Cross-sectional Analysis of Short Sale of NYSE's Blue Chips

LINNERTOVÁ, Dagmar. Cross-sectional Analysis of Short Sale of NYSE's Blue Chips. Online. In Cetin Bektas. Procedia Economics and Finance. Amsterdam: ELSEVIER SCIENCE BV, 2015, p. 1136- 1140. ISSN 2212-5671.

Basic information

Original name

Cross-sectional Analysis of Short Sale of NYSE's Blue Chips

Authors

LINNERTOVÁ, Dagmar (203 Czech Republic, guarantor, belonging to the institution)

Edition

Amsterdam, Procedia Economics and Finance, p. 1136- 1140, 5 pp. 2015

Publisher

ELSEVIER SCIENCE BV

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Other information

Language

English

Type of outcome

Stať ve sborníku

Field of Study

50200 5.2 Economics and Business

Country of publisher

Netherlands

Confidentiality degree

není předmětem státního či obchodního tajemství

Publication form

electronic version available online

References:

URL

RIV identification code

RIV/00216224:14560/15:00084840

Organization unit

Faculty of Economics and Administration

ISSN

Keywords in English

S&P 500; short sale; panel regression; fixed effect

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Abstract

V originále

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.