问题如下：
If a researcher conducting empirical tests of a trading strategy using time series of returns finds statistically significant abnormal returns, then the researcher has most likely found:
选项：
A.a market anomaly.
B.evidence of market inefficiency.
C.a strategy to produce future abnormal returns.
解释：
A is correct.
Finding significant abnormal returns does not necessarily indicate that markets are inefficient or that abnormal returns can be realized by applying the strategy to future time periods. Abnormal returns are considered market anomalies because they may be the result of the model used to estimate the expected returns or may be the result of underestimating transaction costs or other expenses associated with implementing the strategy, rather than because of market inefficiency.
No.PZ2015122802000092 (选择题)
If a researcher conducting empirical tests of a trading strategy using time series of returns finds statistically significant abnormal returns, then the researcher has most likely found:
正确答案是: A
A
a market anomaly.
B
evidence of market inefficiency.
C
不正确a strategy to produce future abnormal returns.
数据统计(全部)
做对次数: 1320
做错次数: 783
正确率: 62.77%
数据统计(个人)
做对次数: 0
做错次数: 0
正确率: 0%
解析
A is correct.
Finding significant abnormal returns does not necessarily indicate that markets are inefficient or that abnormal returns can be realized by applying the strategy to future time periods. Abnormal returns are considered market anomalies because they may be the result of the model used to estimate the expected returns or may be the result of underestimating transaction costs or other expenses associated with implementing the strategy, rather than because of market inefficiency.
c为什么不对，这道题没有读懂要考察什么，其他人的提问的回答也没看懂
