Multiple Choice
Fama and Blume (1969) tested 24 filters ranging from 0.50% to 50% on each of the 30 DJIA stocks.Among the tested filters:
A) several were profitable before commissions but not after.
B) several were profitable before and after commissions.
C) none were profitable even before commissions.
D) all were profitable before commissions but not after.
Correct Answer:
Verified
Correct Answer:
Verified
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