The Relation between the Short Interest of ETF and its Subsequent Performance

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F14%3A00085182" target="_blank" >RIV/00216224:14560/14:00085182 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
The Relation between the Short Interest of ETF and its Subsequent Performance
Original language description
The aim of this paper is to investigate the relation between the level of short sale with ETFs and the subsequent performance of these products. Theoretically, there are two approaches for analysing of this problem. The representatives of the older approach consider that the increasing level of the short sale is an indicator of the bearish market and overall bearish sentiment in the market. That is also reason why short sale was limited for several times in the history as a market practice. Technical analysts, who consider growing short sale level as an indicator of the bullish market, represent the other attitude. Since all open positions must be closed in the future and then the instruments must be bought in the future. Thus, the short sale represents potential demand in the short future. The investigation is carried out in four markets in the period 2000 - 2012. The impact of the short sale level on the subsequent performance is investigated in the following 1, 3 and 6 month's perio
Czech name
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Czech description
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Project
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Continuities
S - Specificky vyzkum na vysokych skolach<br>I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2014
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
ROLE OF FINANCIAL SECTOR IN SUPPORTING THE ECONOMIC RECOVERY OF CEE COUNTRIES, 8TH INTERNATIONAL CONFERENCE ON CURRENCY, BANKING AND INTERNATIONAL FINANCE
ISBN
9788022540346
ISSN
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e-ISSN
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Number of pages
10
Pages from-to
233-242
Publisher name
EKONOM
Place of publication
BRATISLAVA
Event location
Bratislava, SLOVAKIA
Event date
Sep 10, 2014
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
000363914100021

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