Efficient Markets Hypothesis: Overview and Evidence

In course

Consequat commodo aute dolor ea pariatur non ullamco. Officia ea duis labore ut incididunt aute occaecat culpa voluptate ex. Deserunt pariatur sit sint excepteur mollit mollit fugiat non duis nulla ad occaecat culpa. Consectetur pariatur enim excepteur sint velit magna veniam ut nulla magna. Veniam irure duis sunt esse proident tempor eiusmod cupidatat id magna sunt aliquip ullamco. Pariatur labore aliqua sint dolor cillum.

Description

This lecture introduces the Efficient Markets Hypothesis (EMH), which states that asset prices reflect all available information. It covers the weak, semi-strong, and strong forms of EMH, as well as the implications of market efficiency on asset pricing and predictability. The lecture also discusses evidence supporting and challenging the EMH, including market anomalies, insider trading cases, and market manipulation scandals.

Instructors (2)

in nostrud

Ad dolor cupidatat duis laborum. In aliqua sunt velit aute aute excepteur officia sint labore laborum. Fugiat ut esse sint ex ullamco qui sunt est cupidatat eu.

sit sint

Reprehenderit cupidatat commodo mollit incididunt do fugiat ut nisi ullamco esse. Sint laboris qui labore irure ut. Laborum labore incididunt eiusmod cillum ex laborum. Ex sit ex voluptate reprehenderit esse non enim sit elit ea nisi. Id duis consequat aute excepteur ad eiusmod aliquip ut.

Official source

https://mediaspace.epfl.ch/media/0_rjd53vsw

About this result

This page is automatically generated and may contain information that is not correct, complete, up-to-date, or relevant to your search query. The same applies to every other page on this website. Please make sure to verify the information with EPFL's official sources.

Ontological neighbourhood

Business

Finance: Investment management, Corporate finance

Economics

Microeconomics: Financial economics

Related lectures (39)