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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
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 24 de febrero de 2010 |
| ISBN13 | 9783834921062 |
| Editores | Springer Fachmedien Wiesbaden |
| Páginas | 320 |
| Dimensiones | 148 × 210 × 18 mm · 417 g |
| Lengua | Inglés Alemán |
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