Volume Based Portfolio Strategies
Analysis of the Relationship between Trading Activity and Expected Returns in the Cross-Section of Swiss Stock
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- €79.99
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- €79.99
Publisher Description
Alexander Brändle investigates the relationship between different measures of trading volume and returns in the Swiss stock market. He discovers that stocks with unusual trading volume in a given month experience systematically higher subsequent returns. This abnormal volume effect is particularly strong in uncertain market situations including the 2008 downturn.
GENRE
Business & Personal Finance
RELEASED
2010
28 June
LANGUAGE
EN
English
LENGTH
347
Pages
PUBLISHER
Gabler Verlag
PROVIDER INFO
Springer Science & Business Media LLC
SIZE
3.1
MB
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