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.

Industry experts believe that the evolution of market protocols stems from the experience of market practitioners who identify inefficiencies and develop solutions to enhance liquidity, as it was ...

The takeaway for investors, then, is that while the trend toward passive investing has negatively affected the market’s informational efficiency, active management has actually become even more ...

Divining which of the gains in market efficiency can be linked to ETFs and which to the wide range of other evolutions in the financial markets such as improvements in data, the rise of high ...