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FrankSun · 2019年11月07日

问一道题：NO.PZ2018062002000086

  1. CFA I
  2. Equity

问题如下：

For a technical analyst who uses past prices and volume to predict future prices, what's his assumption about the market efficiency?

选项：

A.

The market is semi-strong-form efficient.

B.

The market is weak-form inefficient.

C.

The market is weak-form efficient.

解释：

B is correct.
Based on the weak-form efficient hypothesis, investors cannot earn abnormal returns by trading on the basis of past prices and volume. So technical analysts assume that markets are weak-form inefficient.

老师，我有点做题做晕了，到底是efficiency还是inefficiency啊

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2 个答案

maggie_品职助教 · 2020年11月12日

解析和我说的是一致的啊，请看解析最后一句：

So technical analysts assume that markets are weak-form inefficient. 如果技术分析可以获得超额回报，那么说明市场是弱势无效的。

maggie_品职助教 · 2019年11月08日

如果我们能通过历史价量信息获得超额收益，那么就说明该市场没有达到弱势有效，因此是弱势无效。

marionking · 2020年11月11日

解析 B is correct.当技术分析可以获得超额收益时说明市场是弱势有效的。 请问，解析的这个解释，和您的解释不太一样啊？解析的是不是写错了。能获得超额收益，说明技术分析有效，应该是弱势无效的吧？

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NO.PZ2018062002000086问题如下 For a technicanalyst who uses past prices anvolume to prefuture prices, what's his assumption about the market efficiency?A.The market is semi-strong-form efficient.B.The market is weak-form inefficient.C.The market is weak-form efficient. B is correct.Baseon the weak-form efficient hypothesis, investors cannot earn abnormreturns trang on the basis of past prices anvolume. So technicanalysts assume thmarkets are weak-form inefficient.考点Efficient CapitMarket AnIts Forms当技术分析可以获得超额收益时说明市场是弱势无效的。 请问这题哪里说了可以获得超额收益啊？

2022-12-30 10:38 1 · 回答

NO.PZ2018062002000086 PPT这一页weak-form里面不是可以用price跟volume吗？为什么是无效呀

2022-01-27 15:07 2 · 回答

The market is weak-form inefficient. The market is weak-form efficient. B is correct. Baseon the weak-form efficient hypothesis, investors cannot earn abnormreturns trang on the basis of past prices anvolume. So technicanalysts assume thmarkets are weak-form inefficient.请重新审核改题目答案，私以为是weak-form efficient. 改题目意在考察这一类市场有效性比较低，weak一词已经对efficient做出了修饰，望回复。

2020-09-14 22:43 1 · 回答

The market is weak-form inefficient. The market is weak-form efficient. B is correct. Baseon the weak-form efficient hypothesis, investors cannot earn abnormreturns trang on the basis of past prices anvolume. So technicanalysts assume thmarkets are weak-form inefficient. 老师，这道题问的只是他用了价格等手段去判断，并没有说失败，为什么不能是弱有效市场呢？

2020-02-06 23:05 1 · 回答