Money & FinanceintermediateConcept explainer

Efficient Market Hypothesis

Prices as information processors, weak, semi-strong, and strong forms, and the anomalies.

Definition

The hypothesis that asset prices already reflect available information, weak form (past prices), semi-strong (public info), strong (everything, even inside info).

Key equation

P_t = E[PV of fundamentals | information]; returns unpredictable: E[r_{t+1} | info_t] = required return

The intuition

If everyone knows the stock will rise tomorrow, it rises today, predictability self-destructs through trading. The punchline isn't that prices are 'right', it's that beating the market requires information others lack, which is why index funds win after fees.

Exam tip

Anomalies (momentum, value) vs adaptive/behavioral rebuttals is the standard essay pivot, know one example each way.

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