| LINNERTOVÁ, Dagmar. Analysis of Short Sale Determinants along Particular NASDAQ Sectors. In Paleckova, I; Szarowska, I. PROCEEDINGS OF THE 15TH INTERNATIONAL CONFERENCE ON FINANCE AND BANKING. Karviná: SILESIAN UNIV OPAVA, SCHOOL BUSINESS ADMINISTRATION KARVINA, UNIVERZITNI NAM 1934-3, KARVINA, 73340, CZECH REPUBLIC, 2016, s. 230-240. ISBN 978-80-7510-186-0. |
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@inproceedings{1650377,
author = {Linnertová, Dagmar},
address = {Karviná},
booktitle = {PROCEEDINGS OF THE 15TH INTERNATIONAL CONFERENCE ON FINANCE AND BANKING},
editor = {Paleckova, I; Szarowska, I},
keywords = {blue chips; short sales; NASDAQ; determinants; panel regression},
howpublished = {tištěná verze "print"},
language = {eng},
location = {Karviná},
isbn = {978-80-7510-186-0},
pages = {230-240},
publisher = {SILESIAN UNIV OPAVA, SCHOOL BUSINESS ADMINISTRATION KARVINA, UNIVERZITNI NAM 1934-3, KARVINA, 73340, CZECH REPUBLIC},
title = {Analysis of Short Sale Determinants along Particular NASDAQ Sectors},
year = {2016}
}
TY - JOUR
ID - 1650377
AU - Linnertová, Dagmar
PY - 2016
TI - Analysis of Short Sale Determinants along Particular NASDAQ Sectors
PB - SILESIAN UNIV OPAVA, SCHOOL BUSINESS ADMINISTRATION KARVINA, UNIVERZITNI NAM 1934-3, KARVINA, 73340, CZECH REPUBLIC
CY - Karviná
SN - 9788075101860
KW - blue chips
KW - short sales
KW - NASDAQ
KW - determinants
KW - panel regression
N2 - The aim of this paper is to test hypotheses of the short-sale trading and to analyze short sale determinants along particular sectors of NASDAQ index. The analysis is carried out for firm-specific variables and market characteristics of blue chips traded on NASDAQ in the period 2000 - 2014. The panel regression is applied to investigate whether determinants are long term stable of vary within particular sectors. The analysis also uncovers the stability of these determinants in short and long run. The results are compared and findings about attractiveness of particular stocks for short sale are suggested.
ER -
LINNERTOVÁ, Dagmar. Analysis of Short Sale Determinants along Particular NASDAQ Sectors. In Paleckova, I; Szarowska, I. \textit{PROCEEDINGS OF THE 15TH INTERNATIONAL CONFERENCE ON FINANCE AND BANKING}. Karviná: SILESIAN UNIV OPAVA, SCHOOL BUSINESS ADMINISTRATION KARVINA, UNIVERZITNI NAM 1934-3, KARVINA, 73340, CZECH REPUBLIC, 2016, s.~230-240. ISBN~978-80-7510-186-0.
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