Volume Based Portfolio Strategies
Author | : Alexander Brändle |
Publisher | : Springer Science & Business Media |
Total Pages | : 345 |
Release | : 2010-06-28 |
ISBN-10 | : 9783834987167 |
ISBN-13 | : 3834987166 |
Rating | : 4/5 (166 Downloads) |
Book Synopsis Volume Based Portfolio Strategies by : Alexander Brändle
Download or read book Volume Based Portfolio Strategies written by Alexander Brändle and published by Springer Science & Business Media. This book was released on 2010-06-28 with total page 345 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.