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Volume Based Portfolio Strategies

Name: Volume Based Portfolio Strategies
Brand: Springer Fachmedien Wiesbaden
SKU: 01783327
Price: 54.26 EUR
Availability: InStock
Author: Alexander Brändle
ISBN: 9783834921062

Analysis of the Relationship Between Trading Activity and Expected Returns in the Cross-section of Swiss Stock

Alexander Brändle

Língua

Inglês

Livro Capa mole

Código Libristo: 01783327

Editoras Springer Fachmedien Wiesbaden, fevereiro 2010

Alexander Brändle investigates the relationship between different measures of trading volume and ret... Descrição completa

Código Libristo: 01783327

132 b

54.26 €

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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.