Testing of Short Sale Hypotheses on U.S. market in the period from 1990 to 2015
The result's identifiers
Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F16%3A00091063" target="_blank" >RIV/00216224:14560/16:00091063 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.11118/actaun201664062025" target="_blank" >http://dx.doi.org/10.11118/actaun201664062025</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.11118/actaun201664062025" target="_blank" >10.11118/actaun201664062025</a>
Alternative languages
Result language
angličtina
Original language name
Testing of Short Sale Hypotheses on U.S. market in the period from 1990 to 2015
Original language description
The purpose of this paper is to investigate the validity of short sale hypotheses the NYSE and NASDAQ in the period 1990 - 2015. Short has been regulated in the U.S. market since the 1930s by so-called up-tick rules and other legal acts. The aim of this regulation was to prevent short sellers from adding to the downward momentum when the price of an asset was already experiencing sharp declines. During the 1990s, short sale regulations changed several times. In this paper, panel regression is applied to investigate short sale determinants on the NYSE and NASDAQ. Short seller motivation and the results are compared with those for particular markets and sub periods that represent different legal regulations of short selling activities in the period from 1990 to 2015.
Czech name
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Czech description
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Classification
Type
J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)
CEP classification
AH - Economics
OECD FORD branch
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Result continuities
Project
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Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Data specific for result type
Name of the periodical
Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis
ISSN
1211-8516
e-ISSN
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Volume of the periodical
64
Issue of the periodical within the volume
6
Country of publishing house
CZ - CZECH REPUBLIC
Number of pages
14
Pages from-to
2025-2038
UT code for WoS article
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EID of the result in the Scopus database
2-s2.0-85008707923