Volume Based Portfolio Strategies [recurso electrónico] : Analysis of the Relationship between Trading Activity and Expected Returns in the Cross-Section of Swiss Stocks / by Alexander Brändle.
Tipo de material:
TextoEditor: Wiesbaden : Gabler, 2010Descripción: XXVII, 320p. 136 illus. online resourceTipo de contenido: text Tipo de medio: computer Tipo de portador: online resourceISBN: 9783834987167Tema(s): Economics | Banks and banking | Economics/Management Science | Finance /BankingFormatos físicos adicionales: Printed edition:: Sin títuloClasificación CDD: 657.8333 | 658.152 Clasificación LoC:HG1-9999HG4501-6051HG1501-HG3550Recursos en línea: Libro electrónico
Contenidos:
En: Springer eBooksResumen: Alexander Brändle 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.
Review of Studies on the Relationship between Trading Volume and Stock Returns -- Data and Methodology -- Results: Trading Volume and the Cross-Sectional Variation of Stock Returns -- Results: Time-Stability of Portfolio Returns -- Results: Economic Significance of Volume-Return Relations -- Summary and Conclusions.
| Tipo de ítem | Biblioteca actual | Colección | Signatura | Copia número | Estado | Fecha de vencimiento | Código de barras |
|---|---|---|---|---|---|---|---|
| Libro Electrónico | Biblioteca Electrónica | Colección de Libros Electrónicos | HG1 -9999 (Browse shelf(Abre debajo)) | 1 | No para préstamo | 377181-2001 |
Review of Studies on the Relationship between Trading Volume and Stock Returns -- Data and Methodology -- Results: Trading Volume and the Cross-Sectional Variation of Stock Returns -- Results: Time-Stability of Portfolio Returns -- Results: Economic Significance of Volume-Return Relations -- Summary and Conclusions.
Alexander Brändle 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.
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