Cross-sectional Analysis of Short Sale Determinants in the U.S. Market Sectors
Cross-sectional Analysis of Short Sale Determinants in the U.S. Market Sectors
Author(s): Dagmar Linnertová, Silvie Kafková
Subject(s): Evaluation research, Financial Markets
Published by: Masarykova univerzita nakladatelství
Keywords: short sale; panel regression with fixed effect; blue chips; Standard & Poor's index;
Summary/Abstract: 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.
Book: European Financial Systems 2015: Proceedings of the 12th International Scientific Conference
- Page Range: 367-374
- Page Count: 8
- Publication Year: 2015
- Language: English
- Content File-PDF