Książka 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

Język: Angielski
Oprawa: Miękka
Dostępność: Dostępna u dostawcy
Wysyłamy za 8-11 dni
216.60
Alexander Brändle investigates the relationship between different measures of trading volume and ret...

Informacje o książce

Język
Angielski
Oprawa
Książka - Miękka
Data wydania
2010
strony
320
EAN
9783834921062
ISBN
3834921068
Enbook ID
01783327
Waga
419
Wymiary
148 x 210 x 18

Pełny opis

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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