Volume Based Portfolio Strategies

Name: Volume Based Portfolio Strategies
SKU: P35453286
Price: 61.00 CHF
Availability: InStock
ISBN: 9783834921062

Analysis of the Relationship between Trading Activity and Expected Returns in the Cross-Section of Swiss Stock

Alexander Brändle

Verlag:

Betriebswirtschaftlicher Verlag Gabler

Unsere-Artikel-Nr.: P35453286

EAN: 9783834921062

Erhältlich:

Nicht auf Lager

Zustellung: Di, 29.09.2026

Versand: Kostenlos

-11.6 %

CHF 69.–

CHF 61.–

Beschreibung

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.

Spezifikationen

Sprache

Englisch

Autor

Alexander Brändle

Zielgruppe

Research

Erscheinungsjahr

2010

Format

Buch (Softcover)

Anzahl Seiten