TY  - BOOK
AU  - Brändle,Alexander
ED  - SpringerLink (Online service)
TI  - Volume Based Portfolio Strategies: Analysis of the Relationship between Trading Activity and Expected Returns in the Cross-Section of Swiss Stocks 
SN  - 9783834987167
AV  - HG1-9999 
U1  - 657.8333 23
PY  - 2010///
CY  - Wiesbaden
PB  - Gabler
KW  - Economics
KW  - Banks and banking
KW  - Economics/Management Science
KW  - Finance /Banking
N1  - 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
N2  - 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
UR  - http://148.231.10.114:2048/login?url=http://link.springer.com/book/10.1007/978-3-8349-8716-7
ER  -