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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...

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Bibliographic Details
Main Author: Brñdle, Alexander. (Author)
Corporate Author: SpringerLink (Online service)
Format: Electronic
Language:English
Published: Wiesbaden : Gabler, 2010.
Subjects:
Economics.
Banks and banking.
Economics/Management Science.
Finance /Banking.
Online Access:https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-8349-8716-7
Description
Summary: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 strong in uncertain market situations including the 2008 downturn.
Physical Description:XXVII, 320p. 136 illus. online resource.
ISBN:9783834987167

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