问题如下:
How many of the following statements about the evidence of anomalies in stock returns is true?
1. Anomalies are due to the methodologies used in anomaly research, such as data mining.
2. Semi-strong form efficiency holds but weak form market efficiency does not.
3. Weak-form market efficiency holds but semi-strong form efficiency does not.
选项:
A.None.
B.One.
C.Two.
解释:
B is correct.
Only the first statement that anomalies are due to the research methodologies used is true. Most evidence suggests anomalies are not violations of market efficiency.
题目问能证明市场异象能带来超额收益的说法正确的有哪些,不明白为什么去讨论弱势有效成不成立,半强成不成立,是在说超额收益在弱势有效市场有没有吗?