Which of the following is NOT true about momentum crash? Momentum crash is related to liquidity risk

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Which of the following is NOT true about momentum crash? Momentum crash is related to liquidity risk Momentum crash happens because momentum returns are negatively skewed. Momentum crash can result in very large negative losses in trading momentum. Momentum crash is unrelated to market liquidity condition

Posted Date: Jun 17, 2024 01:45 PM

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Which of the following is NOT true about momentum crash? Momentum crash is related to liquidity risk

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