Stock Market Efficiency: Hypothesis Comparison

The Efficient Market Hypothesis

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Question

Which of the following hypothesis states that some stocks are priced more efficiently than others?

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Explanations

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A. B. C. D.

C

The hypothesis that states that some stocks are priced more efficiently than others is the C. Semi-efficient market hypothesis.

The semi-efficient market hypothesis is a concept in finance that suggests that different stocks or securities within a market can exhibit varying degrees of efficiency in terms of pricing. According to this hypothesis, some stocks may be priced more accurately and efficiently, reflecting all available information and incorporating it into the stock's price, while others may not be as efficiently priced.

In a fully efficient market, all available information is immediately reflected in the prices of securities, leaving no room for any investor to consistently achieve above-average returns. However, the semi-efficient market hypothesis acknowledges that market efficiency is not uniform across all stocks. This means that certain stocks may be more accurately priced, incorporating all relevant information, while other stocks may be less efficient, either due to information asymmetry or other factors that prevent the prices from fully reflecting all available information.

The semi-efficient market hypothesis suggests that investors can potentially find opportunities to achieve superior returns by identifying mispriced securities that are not yet reflecting all available information. These investors would engage in research and analysis to identify stocks that are undervalued or overvalued relative to their intrinsic value, based on the belief that the market has not fully incorporated all relevant information into their prices.

It's important to note that the semi-efficient market hypothesis is one of several hypotheses and theories related to market efficiency, including the weak form, semi-strong form, and strong form of the efficient market hypothesis. These theories explore the extent to which stock prices reflect different types of information and the implications for investment strategies.

In summary, the semi-efficient market hypothesis suggests that some stocks may be priced more efficiently than others, providing opportunities for investors to identify mispriced securities and potentially achieve above-average returns.