Volume Based Portfolio Strategies Analysis of the Relationship between Trading Activity and Expected Returns in the Cross-Section of Swiss Stocks /

Volume Based Portfolio Strategies Analysis of the Relationship between Trading Activity and Expected Returns in the Cross-Section of Swiss Stocks /

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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 s...

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Bibliographic Details
Main Author: Brändle, Alexander (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic eBook
Language:English
Published: Wiesbaden : Gabler, 2010.
Subjects:
Finance.
Public finance.
Economics.
Public Economics.
Finance, general.
Online Access:Full Text via HEAL-Link
Description
Summary: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.
Physical Description:XXVII, 320 p. 136 illus. online resource.
ISBN:9783834987167

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