Volume Based Portfolio Strategies: Analysis of the Relationship Between Trading Activity and Expected Returns in the Cross-section of Swiss Stock: 2010 by Alexander Brandle 9783834921062

Name: Volume Based Portfolio Strategies: Analysis of the Relationship Between Trading Activity and Expected Returns in the Cross-section of Swiss Stock: 2010 by Alexander Brandle 9783834921062
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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.

Book Information
ISBN 9783834921062
Author Alexander Brandle
Format Paperback
Page Count 320
Imprint GWV Fachverlage GmbH
Publisher Springer Fachmedien Wiesbaden
Weight(grams) 419g

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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: 2010 by Alexander Brandle 9783834921062

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