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.

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