Volume based portfolio strategies [electronic resource] : analysis of the relationship between trading activity and expected returns in the cross-section of Swiss stocks / Alexander Brändle.
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...
Saved in:
| Online Access: |
Full Text (via Springer) |
|---|---|
| Main Author: | |
| Format: | Thesis Electronic eBook |
| Language: | English |
| Published: |
Wiesbaden :
Gabler,
©2010.
|
| Edition: | 1. ed. |
| Series: | Gabler research.
|
| Subjects: |
Internet
Full Text (via Springer)Online
| Call Number: |
HG4529.5 .B73 2010
|
|---|---|
| HG4529.5 .B73 2010 | Available |