Volume Based Portfolio Strategies Analysis of the Relationship between Trading Activity and Expected Returns in the Cross-Section of Swiss Stocks /
Alexander Brñdle 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 s...
| Main Author: | |
|---|---|
| Corporate Author: | |
| Format: | Electronic |
| Language: | English |
| Published: |
Wiesbaden :
Gabler,
2010.
|
| Subjects: | |
| Online Access: | https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-8349-8716-7 |