Serial correlation:
A)measures the relationship between the current return on a security with that of a second security.
B)involves multiple securities within the same industry.
C)indicates a tendency for continuation when the correlation is positive.
D)indicates a tendency toward reversal when the correlation coefficient is zero.
E)supports weak form efficiency when the correlation coefficient is near zero.

Question

Quizplus · Accepted Answer

The Answer of Serial correlation:
A)measures the relationship between the current return on a security with that of a second security.
B)involves multiple securities within the same industry.
C)indicates a tendency for continuation when the correlation is positive.
D)indicates a tendency toward reversal when the correlation coefficient is zero.
E)supports weak form efficiency when the correlation coefficient is near zero.

Serial Correlation