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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| Format: | Electronic eBook |
| Language: | English |
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Wiesbaden :
Gabler,
2010.
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| Online Access: | Full Text via HEAL-Link |
