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.
老师 C为什么不对