NO.PZ2023040301000099
问题如下:
Which of the following market anomalies is inconsistent with weak-form market efficiency?
选项:
A.
Earnings surprise
B.
Momentum pattern
C.
Closed-end fund discount
解释:
Trading based on historical momentum indicates that price patterns exist and can be exploited by using historical price information. A momentum trading strategy that produces abnormal returns contradicts the weak form of the efficient market hypothesis, which states that investors cannot earn abnormal returns on the basis of past trends in prices
请问C选项是什么意思啊?