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Question 1 Consider the amplication mechanism we discussed based on Hong, Kubik and Fishruan (2012). Which type of stock would you expect to have a

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Question 1 Consider the amplication mechanism we discussed based on Hong, Kubik and Fishruan (2012). Which type of stock would you expect to have a higher price amplication for the same good earnings news: a stock held by many retail investors or one held by institutions? A glamour stock or a value stock? Why? Question 2 Let's say that you could poll the investors of a given stock. You ask them about their views about the fundamental value of the rm, and you nd that those views are very simi lar. Does that mean that there is little difference of Opinion in the market about the stock? Under what circumstances do you think the views of the investors approximate the views of the market as a whole? When would their views be Optimistic relative to the views of the rest of the market? Pessimistic? Question 3 You have not been paying attention to the news today. A friend tells you that the S&P 500 index had one of its biggest one day moves in twenty years. It changed by 20%. But for some unknown reason, your friend did not tell you whether the S&P 500 index went up or down. What is your best guess on whether it rose or fell? Why? How would your answer change if instead an individual stock moved by 20% in a day instead of the index? Question 4 Consider a stock market with short-sales constraints. How do you predict that the breadth of ownership of a stock is related to the dispersion of analysts' forecasts of that rm? Question 5 Stocks offer an expected rate of return of 10% with a standard deviation of 20%. Gold offers an expected return of 5% with a standard deviation of 25%. Given that gold has both a lower expected return and a bigger standard deviation than stocks, in general does that mean that investors should not hold gold? If you think that in general gold should be held, then are there specic circumstances when investors would not hold gold

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