Understanding the Efficient-Market Hypothesis (EMH) in Legal Context

Definition & Meaning

The Efficient-Market Hypothesis (EMH) is a financial theory that suggests it is impossible to consistently earn returns that exceed average market returns on a risk-adjusted basis, using only publicly available information. The core idea is that financial markets are efficient in processing information, meaning that asset prices reflect all known data at any given time.

This hypothesis was first introduced by French mathematician Louis Bachelier in his 1900 dissertation titled "The Theory of Speculation." EMH is categorized into three forms:

  • Weak EMH: Prices reflect all past publicly available information.
  • Semi-strong EMH: Prices reflect all publicly available information and adjust instantly to new public information.
  • Strong EMH: Prices reflect all information, including insider information.

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Real-world examples

Here are a couple of examples of abatement:

Example 1: An investor believes they can outperform the market by analyzing historical stock prices. However, according to weak EMH, this strategy is unlikely to succeed because past prices are already reflected in current market prices.

Example 2: A company announces a new product launch. Under semi-strong EMH, the stock price should adjust immediately to reflect this new public information, making it difficult for investors to profit from the announcement after it is made.

Comparison with related terms

Term Description Comparison
Efficient-Market Hypothesis Theory stating that asset prices reflect all available information. Focuses on market efficiency.
Random Walk Theory Suggests stock price changes are random and unpredictable. Emphasizes unpredictability rather than efficiency.
Behavioral Finance Studies the effects of psychological factors on investor behavior. Challenges the assumptions of rationality in EMH.

What to do if this term applies to you

If you are considering investing based on the Efficient-Market Hypothesis, it is essential to understand that while markets are generally efficient, there are always risks involved. You may want to:

  • Conduct thorough research on market conditions and available information.
  • Consider using legal forms and templates to formalize your investment agreements.
  • Consult a financial advisor or legal professional if you have specific concerns or complex situations.

Quick facts

  • Key Concept: Market efficiency
  • Forms: Weak, semi-strong, strong
  • Application: Investment strategies, securities regulation
  • Risks: Market volatility, irrational behavior

Key takeaways