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Volume Based Portfolio Strategies: Analysis of the Relationship Between Trading Activity and Expected Returns in the Cross-section of Swiss Stock Alexander Brandle 2010 edition
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Volume Based Portfolio Strategies: Analysis of the Relationship Between Trading Activity and Expected Returns in the Cross-section of Swiss Stock
Alexander Brandle
Alexander Brandle 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.
320 pages, 136 black & white illustrations, 20 black & white tables, biography
| Media | Books Paperback Book (Book with soft cover and glued back) |
| Released | February 24, 2010 |
| ISBN13 | 9783834921062 |
| Publishers | Springer Fachmedien Wiesbaden |
| Pages | 320 |
| Dimensions | 148 × 210 × 18 mm · 417 g |
| Language | English German |
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