Multiple Choice
Which of the following is not true about serial correlation?
A) It measures the correlation between the current return on a security and the current return on another security.
B) It involves only one security.
C) Positive serial correlation indicates a tendency for continuation.
D) Negative serial correlation indicates a tendency toward reversal.
E) Significant positive or negative serial correlation coefficients are indicative of market inefficiency in the weak form.
Correct Answer:
Verified
Correct Answer:
Verified
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