Verwandte Artikel zu Volume Based Portfolio Strategies: Analysis of the...
Volume Based Portfolio Strategies: Analysis of the Relationship between Trading Activity and Expected Returns in the Cross-Section of Swiss Stocks - Softcover
Inhaltsangabe
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.
Die Inhaltsangabe kann sich auf eine andere Ausgabe dieses Titels beziehen.
Über die Autorin bzw. den Autor
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.
Von der hinteren Coverseite
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.
„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.
Suchergebnisse für Volume Based Portfolio Strategies: Analysis of the...
Beispielbild für diese ISBN
Volume Based Portfolio Strategies: Analysis Of The Relationship Between Trading Activity And Expected Returns In The Cross-Section Of Swiss Stock. Diss. Univ. St. Gallen
Anbieter: Revaluation Books, Exeter, Vereinigtes Königreich
Verkäuferbewertung 5 von 5 Sternen
Paperback. Zustand: Brand New. 2010 edition. 320 pages. 8.27x5.83x0.79 inches. In Stock. Artikel-Nr. x-3834921068
Neu kaufen
EUR 79,68
EUR 11,66 Versand
Versand von Vereinigtes Königreich nach USA
Versand von Vereinigtes Königreich nach USA
Anzahl: 2 verfügbar
Beispielbild für diese ISBN
Volume Based Portfolio Strategies: Analysis of the Relationship between Trading Activity and Expected Returns in the Cross-Section of Swiss Stock
Anbieter: Ria Christie Collections, Uxbridge, Vereinigtes Königreich
Verkäuferbewertung 5 von 5 Sternen
Zustand: New. In English. Artikel-Nr. ria9783834921062_new
Neu kaufen
EUR 91,77
EUR 13,17 Versand
Versand von Vereinigtes Königreich nach USA
Versand von Vereinigtes Königreich nach USA
Anzahl: Mehr als 20 verfügbar
Foto des Verkäufers
Volume Based Portfolio Strategies : Analysis of the Relationship between Trading Activity and Expected Returns in the Cross-Section of Swiss Stock
Anbieter: AHA-BUCH GmbH, Einbeck, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Taschenbuch. Zustand: Neu. Druck auf Anfrage Neuware - Printed after ordering - 1 Introduction In this introductory chapter, we first introduce the topic of this project and its relevance to research and practice. After the statement of the main objectives, we formulate its research questions and contributions. Following some important definitions, we c- clude this introduction by outlining the structure of this project report. 1. 1 Motivation For a long time, the predominant view in finance was that the variation of returns across stocks could be explained by their sensitivities (i. e. , betas) to a single factor, the excess return of the market portfolio. This classical view, reflected in the Capital Asset Pricing Model (CAPM), implies that no portfolio strategy selecting stocks on the basis of other factors is able to consistently outperform a passive 'buy and hold' strategy (reflecting the market capitalization-weighted investment universe). Later research, however, found that other factors also play an important role in the cross-sectional variation of stock returns. Especially observed stock attributes such as past returns, market capitalization, or book-to-market ratio, were found to have a high explanatory power. Subsequent - search even proved the existence of profitable portfolio strategies formed on the basis of such stock attributes, which led to their practical implementation and offering by prof- sional investment firms. These quantitative strategies have since become increasingly popular, especially as a means to diversify investments (which is particularly helpful in case of a low correlation between a strategy's return and the development of the m- ket). Artikel-Nr. 9783834921062
Neu kaufen
EUR 78,76
EUR 30,50 Versand
Versand von Deutschland nach USA
Versand von Deutschland nach USA
Anzahl: 1 verfügbar
Beispielbild für diese ISBN
Volume Based Portfolio Strategies : Analysis of the Relationship between Trading Activity and Expected Returns in the Cross-Section of Swiss Stock
Anbieter: Buchpark, Trebbin, Deutschland
Verkäuferbewertung 5 von 5 Sternen
Zustand: Sehr gut. Zustand: Sehr gut | Seiten: 348 | Sprache: Englisch | Produktart: Bücher | 1 Introduction In this introductory chapter, we first introduce the topic of this project and its relevance to research and practice. After the statement of the main objectives, we formulate its research questions and contributions. Following some important definitions, we c- clude this introduction by outlining the structure of this project report. 1. 1 Motivation For a long time, the predominant view in finance was that the variation of returns across stocks could be explained by their sensitivities (i. e. , betas) to a single factor, the excess return of the market portfolio. This classical view, reflected in the Capital Asset Pricing Model (CAPM), implies that no portfolio strategy selecting stocks on the basis of other factors is able to consistently outperform a passive ¿buy and hold¿ strategy (reflecting the market capitalization-weighted investment universe). Later research, however, found that other factors also play an important role in the cross-sectional variation of stock returns. Especially observed stock attributes such as past returns, market capitalization, or book-to-market ratio, were found to have a high explanatory power. Subsequent - search even proved the existence of profitable portfolio strategies formed on the basis of such stock attributes, which led to their practical implementation and offering by prof- sional investment firms. These quantitative strategies have since become increasingly popular, especially as a means to diversify investments (which is particularly helpful in case of a low correlation between a strategy¿s return and the development of the m- ket). Artikel-Nr. 5902905/12
Gebraucht kaufen
EUR 43,31
EUR 105,00 Versand
Versand von Deutschland nach USA
Versand von Deutschland nach USA
Anzahl: 1 verfügbar