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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

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:
Economics:
10th Edition
ISBN:9781285859460
Author:BOYES, William
Publisher:BOYES, William
Chapter31: Capital Markets
Section: Chapter Questions
Problem 4E
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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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