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Cross-sectional Analysis of Short Sale Determinants in the US Market Sectors

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F15%3A00084839" target="_blank" >RIV/00216224:14560/15:00084839 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Cross-sectional Analysis of Short Sale Determinants in the US Market Sectors

  • Original language description

    The aim of this paper is to analyze short sale determinants along particular sectors in the U.S. market. The analysis is carried out for firm-specific and market characteristics of blue chips traded in the NYSE in the period 2000 - 2014. The motivation of investors for short sale is explained by four short sale hypotheses. The results for particular sectors are compared with those for the full sample and findings about attractively of particular stocks for short sale are suggested. The analysis is basedon application of panel regression with fixed effect.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    AH - Economics

  • OECD FORD branch

Result continuities

  • Project

  • Continuities

    I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Others

  • Publication year

    2015

  • Confidentiality

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

Data specific for result type

  • Article name in the collection

    EUROPEAN FINANCIAL SYSTEMS 2015: PROCEEDINGS OF THE 12TH INTERNATIONAL SCIENTIFIC CONFERENCE

  • ISBN

    9788021079625

  • ISSN

  • e-ISSN

  • Number of pages

    8

  • Pages from-to

    367-374

  • Publisher name

    MASARYKOVA UNIV

  • Place of publication

    BRNO

  • Event location

    Masaryk Univ, Brno, CZECH REPUBLIC

  • Event date

    Jun 18, 2015

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article

    000370679200049