Efficient-market hypothesis
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In finance, the efficient-market hypothesis (EMH) asserts that financial markets are "informationally efficient". In consequence of this, one cannot consistently achieve returns in excess of average market returns on a risk-adjusted basis, given the information available at the time the investment is made.
- See also: Wikipedia
- Related: Adaptive market hypothesis, Arbitrage, Financial market efficiency, Eugene Fama, Finance, Insider trading, Investment theory, Market anomaly, Microeconomics, Paul Samuelson, Technical analysis, Transparency (market), Noisy market hypothesis, Dumb agent theory
| e-m-h.org e-m-h.org www.e-m-h.org - Web |
| "Earnings Quality and the Equity Risk Premium: A B... "Earnings Quality and the Equity Risk Premium: A Benchmark Model" papers.ssrn.com/sol3/papers.cfm?abstract_id=846546 - Web |
| "As The Index Fund Moves from Heresy to Dogma . . ... "As The Index Fund Moves from Heresy to Dogma . . . What More Do We Need To Know?" www.vanguard.com/bogle_site/sp20040413.html - Web |
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| Proof That Properly Discounted Present Values of A... Proof That Properly Discounted Present Values of Assets Vibrate Randomly ideas.repec.org/a/rje/bellje/v4y1973iautumnp369-374.html - Web |
| Human Behavior and the Efficiency of the Financial... Human Behavior and the Efficiency of the Financial System (1999) by Robert J. Shiller Handbook of Macroeconomics citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.67.1434 - Web |
