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What should equity traders do at the end of the month if the STR anomaly in the previous question represents mispricing? (Select all that apply)
What should equity traders do at the end of the month if the STR anomaly in the previous question represents mispricing?
(Select all that apply)
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Short-sell stocks with the highest returns over the month that just ended
Short stocks with the lowest returns over the month that just ended
Buy stocks with the lowest returns over the month that just ended
Buy stocks with the highest returns over the month that just ended
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