000			02148nam a22004335i 4500
001			u377181
003			SIRSI
005			20160812084449.0
007			cr nn 008mamaa
008			100627s2010 gw | s |||| 0|eng d
020			_a9783834987167 _9978-3-8349-8716-7
040			_cMX-MeUAM
050		4	_aHG1-9999
050		4	_aHG4501-6051
050		4	_aHG1501-HG3550
082	0	4	_a657.8333 _223
082	0	4	_a658.152 _223
100	1		_aBrändle, Alexander. _eauthor.
245	1	0	_aVolume Based Portfolio Strategies _h[recurso electrónico] : _bAnalysis of the Relationship between Trading Activity and Expected Returns in the Cross-Section of Swiss Stocks / _cby Alexander Brändle.
264		1	_aWiesbaden : _bGabler, _c2010.
300			_aXXVII, 320p. 136 illus. _bonline resource.
336			_atext _btxt _2rdacontent
337			_acomputer _bc _2rdamedia
338			_aonline resource _bcr _2rdacarrier
347			_atext file _bPDF _2rda
505	0		_aReview 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.
520			_aAlexander 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.
650		0	_aEconomics.
650		0	_aBanks and banking.
650	1	4	_aEconomics/Management Science.
650	2	4	_aFinance /Banking.
710	2		_aSpringerLink (Online service)
773	0		_tSpringer eBooks
776	0	8	_iPrinted edition: _z9783834921062
856	4	0	_zLibro electrónico _uhttp://148.231.10.114:2048/login?url=http://link.springer.com/book/10.1007/978-3-8349-8716-7
596			_a19
942			_cLIBRO_ELEC
999			_c205061 _d205061