which of the following is NOT correct with respect to the Efficient Market Hypothesis? If markets are semi-strong form efficient, then fundamental analysts would not be able to earn abnormally good returns, after considering the risk they assume Semi-strong form efficiency says that if a company announces a labor strike, the stock price very quickly adjusts downward Evidence suggests that markets are NOT strong form efficient, since insiders could make abnormally good returns trading on private information. However, that is illegal Semi-strong form efficiency says that when Stryker makes an earning announcement, the stock price quickly reflects the new information Weak form efficiency says that technical analysts who study charts of stock prices and volumes can regularly make abnormally good returns, after considering the risk the assume
which of the following is NOT correct with respect to the
If markets are semi-strong form efficient, then fundamental analysts would not be able to earn abnormally good returns, after considering the risk they assume
Semi-strong form efficiency says that if a company announces a labor strike, the stock price very quickly adjusts downward
Evidence suggests that markets are NOT strong form efficient, since insiders could make abnormally good returns trading on private information. However, that is illegal
Semi-strong form efficiency says that when Stryker makes an earning announcement, the stock price quickly reflects the new information
Weak form efficiency says that technical analysts who study charts of stock prices and volumes can regularly make abnormally good returns, after considering the risk the assume
Step by step
Solved in 2 steps
