1個(gè)回答
大鬼班主任
2017-11-21 11:42
該回答已被題主采納
B問的是早期人們?cè)趺礈y(cè)試semi-strong efficient market的方法是用Return Abnormal = ReturnActual – RMarket.。當(dāng)時(shí)還沒有引入β這個(gè)思想。所以B錯(cuò)。
C選項(xiàng)說The superior historical performance of exchange specialists and corporate insiders這兩個(gè)原因拒絕了強(qiáng)勢(shì)有效市場(chǎng)的假設(shè)。但是事實(shí)上拒絕強(qiáng)勢(shì)有效市場(chǎng)的是:Cross-sectional tests such as the price-earnings ratio, neglected firms tests, and book value to market value tests這一些測(cè)試。
這題考察的知識(shí)點(diǎn)很冷門,考到的概率很小很小的。
