Volume Based Portfolio Strategies: Analysis of the Relationship Between Trading Activity and Expected Returns in the Cross-Section of Swiss Stock

By Alexander Br Ndle

Alexander Br ndle 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.

• Format: Paperback
• Language: English
• ISBN: 3834921068
• ISBN13: 9783834921062
• Release Date: February 2010
• Publisher: Gabler Verlag
• Length: 320 Pages
• Weight: 0.92 lbs.
• Dimensions: 0.7" x 5.8" x 8.3"