苏·Xu · 2020年09月14日
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.
Debrah_品职答疑助手 · 2020年09月15日
同学你好，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。原版书关于weak-form efficien的定义如下
In the weak-form efficient market hypothesis, security prices fully reflect all past market data, which refers to all historical price and trading volume information. If markets are weak-form efficient, past trading data are already reflected in current prices and investors cannot predict future price changes by extrapolating prices or patterns of prices from the past.
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？
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
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？
老师，我有点做题做晕了，到底是efficiency还是inefficiency啊
