What single factor will explain significant price change

Reference no: EM131955037

Question: Why is the CBOE's Volatility Index (VIX) referred to as a "fear gauge"?

If a market is informationally efficient, what single factor will best explain a significant price change from yesterday to today?

What two factors have often been cited as an explanation for the occurrence of the "January effect" in the equity markets?

A strong advocate of the use of Technical Analysis as their primary trading tool would be in conflict with which of the three forms of the Efficient Market Hypothesis? Briefly explain.

Reference no: EM131955037

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