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...
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 |
Παρόμοια τεκμήρια
-
Portfolio Strategies of Private Equity Firms Theory and Evidence /
ανά: Lossen, Ulrich
Έκδοση: (2007) -
Predictability of the Swiss Stock Market with Respect to Style
ανά: Scheurle, Patrick
Έκδοση: (2010) -
Volume Based Portfolio Strategies Analysis of the Relationship between Trading Activity and Expected Returns in the Cross-Section of Swiss Stocks
ανά: Brundle, Alexander
Έκδοση: (2010) -
Real Estate Risk in Equity Returns Empirical Evidence from U.S. Stock Markets /
ανά: Michel, Gaston
Έκδοση: (2009) -
Short Selling Activities and Convertible Bond Arbitrage Empirical Evidence from the New York Stock Exchange /
ανά: Werner, Sebastian P.
Έκδοση: (2010)