Publication details

Investigation of factors affecting short interest in the Australian Stock Exchange



Year of publication 2013
Type Article in Proceedings
Conference European Financial Systems 2013. Proceedings of the 10th International Scientific Conference
MU Faculty or unit

Faculty of Economics and Administration

Field Economy
Keywords short interest; Australian Stock Exchange; short sell; ETFs; determinants
Description ETFs (Exchange Traded Funds) represent financial innovation that combines characteristics of mutual funds with advantages provided by continual exchange trading. ETFs shares can be also used for specific operations such as short selling or trading on margin. Because of minimal regulation the short sell interest (SI) with ETFs is several times higher than short sell interest with common stocks. There is a lack of research analyses the factors affecting the level of short sell inte rest with ETFs, although, we could find researches in that area focusing on common stocks. In that paper we investigate the factors that influence the level of short sell interest with ETFs in Australian Stock Exchange during the period of 2000 – the end o f 2012 and if these factors change in particulars sub - periods represented before, during and after the financial crisis periods.
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