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标题: EMH的假设检验 [打印本页]

作者: hariRaj    时间: 2013-8-22 18:44     标题: EMH的假设检验

能否麻烦老师再仔细分别解释下EMH三个阶段的假设、检验方法。同时,对于如下题目,既然违反week和semi-strong,那么也肯定违反strong。为何C是错误的呢?谢谢! 2013 MOCK MORNING 88. After the public announcement of the merger of two firms an investor makes abnormal returns by going long on the target firm and short on the acquiring firm. This most likely violates which form of market efficiency? A. Semi-strong form only B. Weak and semi-strong forms C. Semi-strong and strong forms
作者: Kapie    时间: 2013-8-22 18:44

这道题目答案错了,应该是C。如果技术分析可以赚到abnormal return,说明违反weak、semi strong和strong,如果基本面分析(此题就是)可以赚到abnormal return,说明违反semi strong和strong
作者: redskins44    时间: 2013-8-22 18:44

好,谢谢!




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