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Talk:Efficient-market hypothesis

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This is an old revision of this page, as edited by 138.253.184.200 (talk) at 09:20, 13 June 2005 (→See alo colons). The present address (URL) is a permanent link to this revision, which may differ significantly from the current revision.

King Brosby, I don't know if your change here [1] made the definition of EHM more accurate, but it sure made it more confusing. I'd like to fix it but I'm not sure how - can you try? Otherwise I'll do my best. Axlrosen 21:16, 3 Oct 2003 (UTC)

Other things that need fixing:

  • We need to explain that the EMH only applies to "efficient" markets, which we need to define.
  • "Later work ... found that there were no significant dependences in price changes suggesting that the UK stock market was weak-form efficient." I have no idea what this is trying to say.

Axlrosen 21:33, 3 Oct 2003 (UTC)


Thank you for your information. It is very useful to my study. Is it possible that I can ask you a question? for the Low P/E stocks, they tend to have positive return over the long run, do u think that it is consistent with the strong violation of the strong form of efficient market profolio?

See also colons

Just a comment, I think it would be ok to omit the colons ":" in the table of contents for the See also section. Obaqueiro June,13,2005

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