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
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
Chapter31: Capital Markets
Section: Chapter Questions
Problem 4E
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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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