Книга Volume Based Portfolio Strategies Alexander Brändle

Volume Based Portfolio Strategies

Analysis of the Relationship Between Trading Activity and Expected Returns in the Cross-section of Swiss Stock

Автор: Alexander Brändle
Език: Английски език
Корици: С меки корици
Наличност: Външен склад
Изпращаме след 8-11 дни
52.65 102.98 лв
Alexander Brändle investigates the relationship between different measures of trading volume and ret...

Информация за книгата

Автор
Език
Английски език
Корици
Книга - С меки корици
Издадена
2010
страници
320
EAN
9783834921062
ISBN
3834921068
Enbook ID
01783327
Теглоt
419
Размери
148 x 210 x 18

Пълно описание

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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