Volume Based Portfolio Strategies [electronic resource] : Analysis of the Relationship between Trading Activity and Expected Returns in the Cross-Section of Swiss Stocks / by Alexander Brändle.

By:

Brändle, Alexander [author.]

Contributor(s):

SpringerLink (Online service)

Publisher: Wiesbaden : Gabler, 2010Description: XXVII, 320 p. 136 illus. online resourceContent type:

text

Media type:

computer

Carrier type:

online resource

ISBN:

9783834987167

Subject(s):

Genre/Form:

Electronic books.

Additional physical formats: Printed edition:: No titleDDC classification:

336 23

LOC classification:

HJ9-9940

Online resources:

Click here to access online

Contents:

Review of Studies on the Relationship between Trading Volume and Stock Returns -- Data and Methodology -- Results: Trading Volume and the Cross-Sectional Variation of Stock Returns -- Results: Time-Stability of Portfolio Returns -- Results: Economic Significance of Volume-Return Relations -- Summary and Conclusions.

In: Springer eBooksSummary: 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.

Item type:

eBooks

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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.