Volume Based Portfolio Strategies
Analysis of the Relationship between Trading Activity and Expected Returns in the Cross-Section of Swiss Stock
(Sprache: Englisch)
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.
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Klappentext zu „Volume Based Portfolio Strategies “
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.
Inhaltsverzeichnis zu „Volume Based Portfolio Strategies “
- 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
Autoren-Porträt von Alexander Brändle
Dr. Alexander Brändle wrote his dissertation under the supervision of Prof. Dr. Pascal Gantenbein at the Swiss Institute of Banking and Finance, University of St. Gallen (Switzerland). He works as a management consultant, focusing mainly on financial services firms.
Bibliographische Angaben
- Autor: Alexander Brändle
- 2010, 320 Seiten, Maße: 14,8 x 21 cm, Kartoniert (TB), Englisch
- Verlag: Gabler
- ISBN-10: 3834921068
- ISBN-13: 9783834921062
- Erscheinungsdatum: 24.02.2010
Sprache:
Englisch
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