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The determinants of ETFs short selling activity

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DEEV Oleg LINNERTOVÁ Dagmar

Rok publikování 2014
Druh Článek ve sborníku
Konference Procedia Social and Behavioral Sciences
Fakulta / Pracoviště MU

Ekonomicko-správní fakulta

Citace
Doi http://dx.doi.org/10.1016/j.sbspro.2013.12.526
Obor Řízení, správa a administrativa
Klíčová slova Exchange traded funds; short selling
Popis Short selling of exchange-traded funds has become a common means of speculating or hedging in response to pessimistic expectations about a specific market or sector, as the short interest of ETFs is more than 10 times that of individual stocks, on average. The study determines specific characteristics of globally available ETFs, which influence the level of short interest, such as trading volume, price stability, market capitalization, expense ratio, geographical focus, investment strategy and the availability of derivatives for the underlying index. (C) 2014 The Authors. Published by Elsevier Ltd.
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