Weak form market efficiency is a concept that suggests past stock prices and trading volumes do not predict future stock prices. In a weak form efficient market, all historical information is ...

The efficient market hypothesis claims market prices reflect all known info, making outperformance tough. Critics argue that stock valuations depend on expectations about future cash flows, not ...

As many examples as there are of return dynamics that ostensibly shouldn't exist if the efficient market hypothesis is true, taking advantage of these as an average investor is another story.