Efficient Markets Hypothesis: Overview and Implications

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Efficient Market Hypothesis: Evidence and Event Studies

Explores evidence against EMH, event studies, abnormal return methodology, and mutual fund performance.

Market Liquidity: Equilibrium Prices and Portfolio Choice

Explores mutual fund performance, market liquidity, and optimal portfolio choice with transaction costs.

Efficient Markets: Anomalies and Arbitrage

Covers market efficiency, anomalies, EMH, behavioral finance, and portfolio construction based on size and value factors.

Efficient Markets: Implications and Anomalies

Explores the Efficient Market Hypothesis implications, market efficiency reasons, anomalies, mutual fund performance, and factor models in performance measurement.

Efficient Markets Hypothesis

Explores the Efficient Markets Hypothesis in finance, discussing its implications, forms, testability, and real-world challenges.

Efficient Markets Hypothesis: Overview and Evidence

Covers the Efficient Markets Hypothesis, asset pricing, predictability, and evidence supporting and challenging market efficiency.

Event Studies: Market Efficiency

Explores event studies in financial economics, testing market efficiency with abnormal return calculations and examples like earnings surprises.

Factor Models in Finance

Covers factor models, portfolio choice, anomalies, and mutual fund performance analysis.

Asset Pricing: Excess Volatility Puzzle

Explores the Excess Volatility Puzzle in asset pricing, analyzing stock price discrepancies and return predictability.

Factor Models in Finance

Explores factor models in finance, covering mean-variance portfolios, size and value anomalies, and momentum strategies.