Volume Based Portfolio Strategies Analysis of the Relationship between Trading Activity and Expected Returns in the Cross-Section of Swiss Stock
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 |
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| Format: | eBook
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| Language: | English |
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| Published: |
Wiesbaden
Gabler Verlag
2010, 2010
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| Edition: | 1st ed. 2010 |
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| Subjects: |
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| Online Access: |
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| Collection: |
Springer eBooks 2005-
- Collection details see
MPG.ReNa
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