Consecutive stock price changes have been shown to have zero correlation with one another.
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Q25: Evidence concerning the "overreaction hypothesis" indicates that:
A)
Q26: In a perfectly efficient market, investors are
Q27: Under the semi-strong form of the EMH,
Q28: A dividend announcement effect would be considered
Q29: Short-lived inefficiencies appearing on a random basis
Q31: The evidence obtained on weak-form efficiency casts
Q32: Overall, the low P/E strategy should be
Q33: A belief in the size effect anomaly
Q34: Efficient markets are characterized by a large
Q35: The January effect is most pronounced for
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