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Volume Based Portfolio Strategies: Analysis of the Relationship between Trading Activity and Expected Returns in the Cross-Section of Swiss Stock 2010th Edition
Author(s): Alexander Brändle (Author)
- Publisher: Gabler Verlag
- Publication Date: 24 Feb. 2010
- Edition: 2010th
- Language: English
- Print length: 347 pages
- ISBN-10: 3834921068
- ISBN-13: 9783834921062
Book Description
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.
Editorial Reviews
From the Back Cover
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.
About the Author
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.
