The determinants of ETFs short selling activity

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F14%3A00074794" target="_blank" >RIV/00216224:14560/14:00074794 - isvavai.cz</a>

Result on the web

<a href="http://dx.doi.org/10.1016/j.sbspro.2013.12.526" target="_blank" >http://dx.doi.org/10.1016/j.sbspro.2013.12.526</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1016/j.sbspro.2013.12.526" target="_blank" >10.1016/j.sbspro.2013.12.526</a>

Result language

angličtina

Original language name

The determinants of ETFs short selling activity

Original language description

Short selling of exchange-traded funds has become a common means of speculating or hedging in response to pessimistic expectations about a specific market or sector, as the short interest of ETFs is more than 10 times that of individual stocks, on average. The study determines specific characteristics of globally available ETFs, which influence the level of short interest, such as trading volume, price stability, market capitalization, expense ratio, geographical focus, investment strategy and the availability of derivatives for the underlying index. (C) 2014 The Authors. Published by Elsevier Ltd.

Czech name

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Czech description

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Type

D - Article in proceedings

CEP classification

AE - Management, administration and clerical work

OECD FORD branch

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Project

—

Continuities

S - Specificky vyzkum na vysokych skolach

Publication year

2014

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection

Procedia Social and Behavioral Sciences

ISBN

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ISSN

1877-0428

e-ISSN

—

Number of pages

5

Pages from-to

669-673

Publisher name

ELSEVIER SCIENCE BV

Place of publication

AMSTERDAM

Event location

Turecko

Event date

Jan 1, 2013

Type of event by nationality

WRD - Celosvětová akce

UT code for WoS article

000335570200115