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dc.contributor.authorDadej, Mateusz
dc.date.accessioned2021-03-03T13:44:39Z
dc.date.available2021-03-03T13:44:39Z
dc.date.issued2020-09
dc.identifier.issn2353-5601
dc.identifier.urihttp://hdl.handle.net/11089/34045
dc.description.abstractAfter introducing EU Regulation on short selling and certain aspects of credit default swaps, in 2012, investors holding a significant short positions are obliged to disclose it in a public manner, through the local supervisor registry. Beside the intended transparency, such a registry also have a cogent influence on behaviour of market participants. The Multimillion euros worth of short position is a strong view on underlying stock perspective, to say the least. Thus, many investors do care about the public disclosures of short positions and some of them manage their portfolios accordingly. The aim of herein paper is to provide quantitative assessment of stock performance following short position announcement and present activity of short selling investors on Polish stock market. The research hypothesis verified in this study stated that the prices of short sold stocks are exhibiting significant downward trend relative to the benchmark in a half a year period after disclosure.pl_PL
dc.language.isoenpl_PL
dc.publisherWydział Ekonomiczno-Socjologicznypl_PL
dc.relation.ispartofseriesFinanse i Prawo Finansowe;3
dc.rightsAttribution-NoDerivatives 4.0 Międzynarodowe*
dc.rights.urihttp://creativecommons.org/licenses/by-nd/4.0/*
dc.subjectshort sellingpl_PL
dc.subjectcapital marketpl_PL
dc.subjectstockspl_PL
dc.subjectinvestmentspl_PL
dc.subjectinvestment fundspl_PL
dc.titleShort position disclosures and underlying stock performance: evidence from polish stock marketpl_PL
dc.typeArticlepl_PL
dc.page.number63-75pl_PL
dc.contributor.authorAffiliationFaculty of Economics, University of Gdańskpl_PL
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dc.references[act 2] Regulation (EU) No 236/2012 of the European Parliament and of the Council of 14 March 2012 on short selling and certain aspects of credit default swaps.pl_PL
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dc.identifier.doi10.18778/2391-6478.3.27.03
dc.date.defence2020-09
dc.relation.volume2pl_PL
dc.disciplineekonomia i finansepl_PL


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