问题如下：
Finding statistically significant abnormal returns when conducting empirical tests of a trading strategy using time series of returns, a researcher could say that he most likely found:
选项：
A.a market anomaly.
B.a good strategy that is able to earn abnormal returns in the future.
C.evidence to support that the market is inefficient.
解释：
A is correct.
Statistically significant abnormal returns are market anomalies that may be caused by underestimating transaction costs or other expenses associated, and it is not a necessarily indication that the markets are inefficient or that the related strategy is able to produce future abnormal returns.
老师，这道题没看懂，求翻译一下，谢谢！
