Efficient Market Hypothesis: Explained | CTFA Exam Prep

Efficient Market Hypothesis

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Question

A form of EMH which states that security prices fully reflect all publicly available information is known as:

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Explanations

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A. B. C. D.

C

The Efficient Market Hypothesis (EMH) is a financial theory that states that financial markets are efficient and that the prices of securities in the market reflect all available information. In other words, under EMH, it is impossible to outperform the market by using any information that is publicly available. EMH can be classified into three forms: weak form, semi-strong form, and strong form.

The weak form of EMH suggests that stock prices reflect all past trading information and that technical analysis cannot be used to consistently outperform the market. This means that any information contained in past prices, such as price trends or trading volumes, is already incorporated into current prices. Therefore, it is impossible to make profits by using this information.

The semi-strong form of EMH is a stronger version of the weak form, as it states that stock prices reflect all publicly available information, including company announcements, financial reports, and news articles. This means that investors cannot outperform the market by analyzing public information that is already known to all market participants.

Finally, the strong form of EMH is the strongest version, as it states that stock prices reflect all information, whether it is public or private. This means that even insider information cannot be used to consistently outperform the market. The strong form of EMH is considered to be controversial, as some argue that insider information can provide an unfair advantage in the market.

To answer the question, the form of EMH that states that security prices fully reflect all publicly available information is the semi-strong form. Therefore, the correct answer is option C.