Testing of Short Sale Hypotheses on NYSE

Kód výsledku v 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>

Výsledek na webu

<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>

Jazyk výsledku

angličtina

Název v původním jazyce

Testing of Short Sale Hypotheses on NYSE

Popis výsledku v původním jazyce

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.

Název v anglickém jazyce

Testing of Short Sale Hypotheses on NYSE

Popis výsledku anglicky

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.

Druh

D - Stať ve sborníku

CEP obor

AE - Řízení, správa a administrativa

OECD FORD obor

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Projekt

—

Návaznosti

S - Specificky vyzkum na vysokych skolach

Rok uplatnění

2016

Kód důvěrnosti údajů

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

Název statě ve sborníku

Procedia Social and Behavioral Sciences

ISBN

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ISSN

1877-0428

e-ISSN

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Počet stran výsledku

10

Strana od-do

261-270

Název nakladatele

ELSEVIER SCIENCE BV

Místo vydání

AMSTERDAM

Místo konání akce

AMSTERDAM

Datum konání akce

1. 1. 2016

Typ akce podle státní příslušnosti

CST - Celostátní akce

Kód UT WoS článku

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