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A. To which volatility components do the price impacts of News traders contribute? To which volatility components do the price impacts of value traders contribute?
A. To which volatility components do the price impacts of News traders contribute? To which volatility components do the price impacts of value traders contribute?
B. Why are absolute price changes correlated with volumes? Under what circumstances would you expect the correlation to be strongest?
C. The VIX is often referred to as the Volatility Index. What is VIX? Why might some people be misled by the VIX being mentioned in conjunction with Volatility?
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