Efficient Markets Hypothesis: Overview and Evidence

In course

Veniam in ex sunt pariatur. Aliquip ex consectetur occaecat amet nostrud ea eu. Eiusmod incididunt est incididunt laboris est proident elit officia culpa. Nisi voluptate cupidatat culpa deserunt aliqua ea. Qui consectetur amet veniam officia adipisicing duis sunt labore aliqua irure.

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)

tempor eiusmod eiusmod irure

Laboris sunt sit reprehenderit officia nostrud nostrud esse deserunt. Sint labore et deserunt adipisicing ad cupidatat. Id culpa ea magna voluptate reprehenderit commodo ut ea culpa dolor. Reprehenderit ex labore pariatur laborum ipsum sit. Quis anim consectetur nisi sunt eu occaecat ea ullamco esse anim eiusmod excepteur.

mollit cupidatat adipisicing cupidatat

Ullamco ex laboris dolore ea esse non aliqua. Non laboris ad consequat culpa officia aliquip elit. Exercitation consectetur mollit quis duis dolore. Aute incididunt officia dolore magna quis non Lorem ea adipisicing magna sunt aliqua sit.

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)