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

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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Λεπτομέρειες βιβλιογραφικής εγγραφής
Κύριος συγγραφέας: Brändle, Alexander (Συγγραφέας)
Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
Γλώσσα:English
Έκδοση: Wiesbaden : Gabler, 2010.
Θέματα:
Διαθέσιμο Online:Full Text via HEAL-Link
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100 1 |a Brändle, Alexander.  |e author. 
245 1 0 |a Volume Based Portfolio Strategies  |h [electronic resource] :  |b Analysis of the Relationship between Trading Activity and Expected Returns in the Cross-Section of Swiss Stocks /  |c by Alexander Brändle. 
264 1 |a Wiesbaden :  |b Gabler,  |c 2010. 
300 |a XXVII, 320 p. 136 illus.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
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505 0 |a Review of Studies on the Relationship between Trading Volume and Stock Returns -- Data and Methodology -- Results: Trading Volume and the Cross-Sectional Variation of Stock Returns -- Results: Time-Stability of Portfolio Returns -- Results: Economic Significance of Volume-Return Relations -- Summary and Conclusions. 
520 |a 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. 
650 0 |a Finance. 
650 0 |a Public finance. 
650 1 4 |a Economics. 
650 2 4 |a Public Economics. 
650 2 4 |a Finance, general. 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer eBooks 
776 0 8 |i Printed edition:  |z 9783834921062 
856 4 0 |u http://dx.doi.org/10.1007/978-3-8349-8716-7  |z Full Text via HEAL-Link 
912 |a ZDB-2-SBE 
950 |a Business and Economics (Springer-11643)