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Market Efficiency Theories and Critiques Quiz

#1

Which form of market efficiency suggests that all publicly available information is already reflected in stock prices?

Weak form
Explanation

Weak form suggests that historical price and volume information are already incorporated into stock prices.

#2

In the context of market efficiency, what does the term 'anomaly' refer to?

Patterns or deviations from expected market behavior
Explanation

Anomalies in market efficiency refer to patterns or deviations that are inconsistent with the efficient market hypothesis.

#3

What does the Efficient Market Hypothesis suggest about the possibility of consistently earning abnormal profits through technical analysis?

It is unlikely as prices already incorporate all information
Explanation

The Efficient Market Hypothesis suggests that consistently earning abnormal profits through technical analysis is unlikely, as prices already reflect all available information.

#4

Which factor is considered a key driver of market efficiency according to the Efficient Market Hypothesis?

Information asymmetry
Explanation

Information asymmetry is considered a key driver of market efficiency, as it leads to a quick incorporation of information into stock prices.

#5

What does the term 'efficient market' imply in financial economics?

A market that allocates resources optimally
Explanation

An efficient market, in financial economics, implies a market that allocates resources optimally, reflecting all available information in prices.

#6

Who developed the Efficient Market Hypothesis (EMH)?

Eugene Fama
Explanation

Eugene Fama is the economist credited with developing the Efficient Market Hypothesis (EMH).

#7

Which critique argues that investors can still achieve abnormal returns by using insider information or through skillful analysis of public information?

Adaptive market hypothesis
Explanation

The Adaptive Market Hypothesis argues that investors can exploit market inefficiencies through adaptive behavior and information analysis.

#8

Which behavioral bias suggests that investors tend to give more weight to recent information than historical data?

Recency bias
Explanation

Recency bias is the tendency to give more importance to recent information while neglecting historical data, affecting investment decisions.

#9

What is the primary assumption of the Adaptive Market Hypothesis?

Investors are irrational and learn over time
Explanation

The primary assumption of the Adaptive Market Hypothesis is that investors are irrational and adapt their behavior based on learning over time.

#10

Which form of market efficiency asserts that all public and private information is already reflected in stock prices?

Strong form
Explanation

Strong form of market efficiency asserts that all information, including insider information, is already reflected in stock prices.

#11

According to the Efficient Market Hypothesis, what would be the expected outcome for an investor who engages in active stock picking and market timing consistently?

Consistently underperform the market
Explanation

The Efficient Market Hypothesis predicts that consistent active stock picking and market timing would lead to underperformance as stock prices already reflect all available information.

#12

Which of the following is not a form of market efficiency?

Superior form
Explanation

There is no recognized form of market efficiency called 'Superior form.' The three widely accepted forms are Weak, Semi-Strong, and Strong.

#13

Which Nobel laureate in economics introduced the concept of irrational exuberance and argued against the efficient market hypothesis?

Robert Shiller
Explanation

Robert Shiller, a Nobel laureate, introduced the concept of irrational exuberance and criticized the efficient market hypothesis.

#14

What does the concept of market liquidity refer to?

The ease with which an asset can be bought or sold without affecting its price
Explanation

Market liquidity refers to how easily an asset can be bought or sold without causing a significant impact on its price.

#15

Which financial instrument is often used to test the semi-strong form of market efficiency?

Options contracts
Explanation

Options contracts are frequently used to test the semi-strong form of market efficiency, which assumes that all public information is already reflected in stock prices.

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