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

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F15%3A00084840" target="_blank" >RIV/00216224:14560/15:00084840 - 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

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

Original language description

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.

Czech name

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Czech description

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Type

D - Article in proceedings

CEP classification

AH - Economics

OECD FORD branch

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Project

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Continuities

I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year

2015

Confidentiality

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

Article name in the collection

Procedia Economics and Finance

ISBN

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ISSN

2212-5671

e-ISSN

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Number of pages

5

Pages from-to

1136-1140

Publisher name

ELSEVIER SCIENCE BV

Place of publication

Amsterdam

Event location

Turecko

Event date

Jan 1, 2015

Type of event by nationality

WRD - Celosvětová akce

UT code for WoS article

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