Short selling and exchange-traded funds returns: evidence from the London Stock Exchange

• Main Authors: Mohamad, Azhar, Jaafar, Aziz, Goddard, John
• Format: Article
• Language: English; English; English
• Published: Routledge Taylor & Francis 2016
• Subjects: HG4501 Stocks, investment, speculation
• Online Access: http://irep.iium.edu.my/44719/1/Short_Selling_ETF_Applied_Economics.pdf; http://irep.iium.edu.my/44719/8/47419_Short%20selling%20and%20exchange-traded_Scopus.pdf; http://irep.iium.edu.my/44719/15/47419_Short%20selling%20and%20exchange-traded_wos.pdf; http://irep.iium.edu.my/44719/; http://www.tandfonline.com/loi/raec20; http://dx.doi.org/10.1080/00036846.2015.1076146

An exchange-traded fund (ETF) is a security that tracks a basket of stocks. An ETF investor gains immediate exposure to the basket, by taking either a long or short position on this instrument. Both hedgers and speculators can short ETFs, making the informational content of increases in ETF short i...