Testing of Short Sale Hypotheses on NYSE

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216224%3A14560%2F16%3A00092089" target="_blank" >RIV/00216224:14560/16:00092089 - isvavai.cz</a>
Result on the web
<a href="http://dx.doi.org/10.1016/sbspro.2016.05.498" target="_blank" >http://dx.doi.org/10.1016/sbspro.2016.05.498</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/sbspro.2016.05.498" target="_blank" >10.1016/sbspro.2016.05.498</a>

Result language
angličtina
Original language name
Testing of Short Sale Hypotheses on NYSE
Original language description
The purpose of this paper is to investigate the validity of short sale hypotheses in the NYSE in the period 1990-2015. The short sale has been regulated in the U.S. market from 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 1990s the short sale regulations changed for several times. In this paper the short sale determinants are investigated using variables that correspond with short selling hypotheses in the period from 1990 to 2015. As short sale regulation has changed during that period these determinants are also observed in particular sub-periods represent different legal regulations of short selling activity. (C) 2016 The Authors. Published by Elsevier Ltd.
Czech name
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Czech description
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Publication year
2016
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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