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E-book
Author Brändle, Alexander, 1923-1984.

Title Volume based portfolio strategies : analysis of the relationship between trading activity and expected returns in the cross-section of Swiss stocks / Alexander Brändle
Edition 1. edition
Published Wiesbaden : Gabler, [2010]
©2010
Online access available from:
Springer eBooks    View Resource Record  

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Description 1 online resource (xxvii, 320 pages) : illustrations
Series Gabler research
Gabler research.
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
Summary 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
Notes University of St. Gallen 2010
Bibliography Includes bibliographical references (pages 309-320)
Notes Print version record
Subject Portfolio management -- Switzerland.
Stock exchanges -- Switzerland.
Program trading (Securities) -- Switzerland.
Genre/Form Academic theses.
Form Electronic book
ISBN 9783834987167
3834987166
9783834921062 (print)
3834921068 (print)