Volume Based Portfolio Strategies

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

Paperback Engels 2010 2010e druk 9783834921062
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Samenvatting

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.

Specificaties

ISBN13:9783834921062
Taal:Engels
Bindwijze:paperback
Aantal pagina's:320
Uitgever:Gabler Verlag
Druk:2010

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Inhoudsopgave

Systematization of trading volume literature; Regression analysis and portfolio strategies; Time-stability and economic significance of portfolio returns; Multiple facets of trading volume investigated; Includes the 2008 downturn

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        Volume Based Portfolio Strategies