Question: Serial correlation Multiple Choice -indicates a reversal in the direction of returns when the coefficient is positive. -involves the relationship of one stocks returns over

Serial correlation

Multiple Choice

-indicates a reversal in the direction of returns when the coefficient is positive.

-involves the relationship of one stocks returns over various time periods.

-indicates a tendency toward reversal when its coefficient is positive.

-measures the cumulative difference between the returns on two similar securities.

-measures the current relationship between the returns on two securities.

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