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(Ebook) Volume Based Portfolio Strategies: Analysis of the Relationship between Trading Activity and Expected Returns in the Cross-Section of Swiss Stocks by Alexander Brändle (auth.) ISBN 9783834921062, 9783834987167, 3834921068, 3834987166

  • SKU: EBN-4268808
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Instant download (eBook) Volume Based Portfolio Strategies: Analysis of the Relationship between Trading Activity and Expected Returns in the Cross-Section of Swiss Stocks after payment.
Authors:Alexander Brändle (auth.)
Pages:320 pages.
Year:2010
Editon:1
Publisher:Gabler Verlag
Language:english
File Size:1.27 MB
Format:pdf
ISBNS:9783834921062, 9783834987167, 3834921068, 3834987166
Categories: Ebooks

Product desciption

(Ebook) Volume Based Portfolio Strategies: Analysis of the Relationship between Trading Activity and Expected Returns in the Cross-Section of Swiss Stocks by Alexander Brändle (auth.) ISBN 9783834921062, 9783834987167, 3834921068, 3834987166

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.
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