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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.

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