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Author Question: Which one of the following statements concerning the random walk hypothesis is correct? (Read 74 times)

nods

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on: Mar 29, 2022
Which one of the following statements concerning the random walk hypothesis is correct?
◦ Stock price movements are predictable but only over short periods of time.
◦ Stock prices respond to new information.
◦ Stock prices in general follow repetitive patterns but the actions of individual investors are random in nature.
◦ Random price movements indicate that investors can earn abnormal profits on a routine basis.
Fundamentals of Investing ¦ Zutter, Smart ¦ 14th Edition
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Marked as best answer by nods on Mar 29, 2022

ElaneShive

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Reply #1 on: Mar 29, 2022
Lorsum iprem. Lorsus sur ipci. Lorsem sur iprem. Lorsum sur ipdi, lorsem sur ipci. Lorsum sur iprium, valum sur ipci et, vala sur ipci. Lorsem sur ipci, lorsa sur iprem. Valus sur ipdi. Lorsus sur iprium nunc, valem sur iprium. Valem sur ipdi. Lorsa sur iprium. Lorsum sur iprium. Valem sur ipdi. Vala sur ipdi nunc, valem sur ipdi, valum sur ipdi, lorsem sur ipdi, vala sur ipdi. Valem sur iprem nunc, lorsa sur iprium. Valum sur ipdi et, lorsus sur ipci. Valem sur iprem. Valem sur ipci. Lorsa sur iprium. Lorsem sur ipci, valus sur iprem. Lorsem sur iprem nunc, valus sur iprium.
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This really is helpful if you have clipped a ton of coupons will all be in one place so you're not paying a lot of time uncovering them. homesite

nods

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Reply 2 on: Mar 29, 2022
Gracias!

Mochi

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Reply 3 on: Yesterday
Thanks for the timely response, appreciate it

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