NO.PZ2015122801000024
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.
根据老师回答的：市场异象并不能推翻有效市场假说这个理论，它是产生是由于统计方法的使用造成的。这句话产生的问题。谢谢老师。
