What is uninformed “noise” trading associated with?   a. Negative autocorrelation in stock returns   b. Temporary market impact   c. Bid-ask bounce   d. All of the above   e. None of the above

Economics:
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ISBN:9781285859460
Author:BOYES, William
Publisher:BOYES, William
Chapter31: Capital Markets
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  1. What is uninformed “noise” trading associated with?

      a.

    Negative autocorrelation in stock returns

      b.

    Temporary market impact

      c.

    Bid-ask bounce

      d.

    All of the above

      e.

    None of the above

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