eaglexps · 2022年07月09日
NO.PZ2018101901000020
问题如下：
All of the following are reasons that an apparent deviation from the efficient market hypothesis might not be anomalous except:
选项：
A.
The abnormal returns represent compensation for exposure to risk.
B.
Changing the asset pricing model makes the deviation to disappear.
C.
The deviation is well known or documented.
解释：
C is correct.
Bubbles and crashes are well-known and well-documented phenomena yet represent market anomalies.
选项的B，C也不是很懂
Kiko_品职助教 · 2022年07月11日
嗨，努力学习的PZer你好：
这道题题干问的是，以下哪个不是偏离有效市场假说但不是异常现象的解释。
A异常收益代表了对风险敞口的补偿。所谓的偏离可能来自于你用的资产定价模型不同。因此他不是异常现象。
B改变资产定价模型可以使这种偏离消失。跟A是一个意思，说明不是异常现象。
C选项偏离是众所周知并被记录的。这个不一定的，例如解释里面说的，bubbles和crashes是一种异常现象，他更多时候是用行为金融去解释。所以选择C。
----------------------------------------------加油吧，让我们一起遇见更好的自己！
NO.PZ2018101901000020 问题如下 All of the following are reasons thapparent viation from the efficient market hypothesis might not anomalous except: A.The abnormreturns represent compensation for exposure to risk. B.Changing the asset pricing mol makes the viation to sappear. C.The viation is well known or cumente C is correct. Bubbles ancrashes are well-known anwell-cumentephenomena yet represent market anomalies. 看了提问里其他人的，好像和我的不一样。不知道这个是bug还是出错了，请技术人员检查一下？
NO.PZ2018101901000020 问题如下 All of the following are reasons thapparent viation from the efficient market hypothesis might not anomalous except: A.The abnormreturns represent compensation for exposure to risk. B.Changing the asset pricing mol makes the viation to sappear. C.The viation is well known or cumente C is correct. Bubbles ancrashes are well-known anwell-cumentephenomena yet represent market anomalies. 看不懂这个题目和说的啥，能一下吗？谢谢！
NO.PZ2018101901000020 问题如下 All of the following are reasons thapparent viation from the efficient market hypothesis might not anomalous except: A.The abnormreturns represent compensation for exposure to risk. B.Changing the asset pricing mol makes the viation to sappear. C.The viation is well known or cumente C is correct. Bubbles ancrashes are well-known anwell-cumentephenomena yet represent market anomalies. 选对了，但之前的答案说AB是一回事，为啥一样？
NO.PZ2018101901000020 问题如下 All of the following are reasons thapparent viation from the efficient market hypothesis might not anomalous except: A.The abnormreturns represent compensation for exposure to risk. B.Changing the asset pricing mol makes the viation to sappear. C.The viation is well known or cumente C is correct. Bubbles ancrashes are well-known anwell-cumentephenomena yet represent market anomalies. 题目问的是“偏离有效市场假说但不是异常”吧？还是有两个解答里面说的“不是偏离有效市场假说不是异常”？
