问题如下图:
选项:
A.
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C.
解释:
什么是price momentum efffect?
NO.PZ2018091701000050问题如下 the PZ Company’s morning meeting between analysts anthe sales staff, Funmanager Matthew gave a short presentation on the investment report. He is concernethanalyst of PZ Company overstates its strategy breah, Matthew makes two conclusions:Conclusion one: All the stocks in a given instry thare responng to similinfluences cannot countecompletely inpennt cisions, so breah is lower ththe number of assets.Conclusion two: If there is primomentum effein stomarket, analysts who claim to evaluate securities eamonth will overstate their number of estimates.Whiof the following statement is most likely correct? A.Conclusion one is correct.B.Conclusion two is correct.C.Both conclusions are correct. C is correct考点practiclimitations of the funmentlaw解析Conclusion one: 同一行业的股票,如果受相同因素影响,那么分析师采取的分析方法是相同的,股票与股票之间的预测不独立,因此预测次数少于股票个数的。Conclusion two: 由于股票市场是有惯性的,也就是涨的股票会持续上涨,跌的股票会持续下跌,那么一旦分析师观察到股票上涨,他很有可能预测下个月同样上涨。因此独立的实际预测次数是小于一年12次的,也就是会高估自己的预测次数。 ,strategy breath是, 哪个知,识点
老师您好momentum efffect也是体现在rou上面吗?还是需要用其他的方法来aust?
Conclusion two is correct. Both conclusions are correct. C is corre考点practiclimitations of the funmentl解析 Conclusion one: 同一行业的股票,如果受相同因素影响,那么分析师采取的分析方法是相同的,股票与股票之间的预测不独立,因此预测次数少于股票个数的。 ?Conclusion two: 由于股票市场是有惯性的,也就是涨的股票会持续上涨,跌的股票会持续下跌,那么一旦分析师观察到股票上涨,他很有可能预测下个月同样上涨。因此独立的实际预测次数是小于一年12次的,也就是会高估自己的预测次数。如果是有惯性的,分析师不是应该会低估吗?(因为没考虑惯性)