Volume Based Portfolio Strategies: Analysis of the Relationship between Trading Activity and Expected Returns in the Cross-Section of Swiss Stocks - Couverture souple

Brändle, Alexander

 
9783834921062: Volume Based Portfolio Strategies: Analysis of the Relationship between Trading Activity and Expected Returns in the Cross-Section of Swiss Stocks

Synopsis

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.

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À propos de l?auteur

Dr. Alexander Brändle wrote his dissertation under the supervision of Prof. Dr. Pascal Gantenbein at the Swiss Institute of Banking and Finance, University of St. Gallen (Switzerland). He works as a management consultant, focusing mainly on financial services firms.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.