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Essay / Research Paper Abstract
This 5 page paper critically evaluates the evidence concerning the information efficiency of stock markets in terms of how effectively they reflect information about a company in that company's share price. The paper undertakes this by considering the different forms efficient market hypothesis (EMH). The bibliography cites 8 sources.
Page Count:
5 pages (~225 words per page)
File: TS14_TEstkemh.rtf
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Unformatted sample text from the term paper:
as a bull market appears to be transforming into a bear market. The ability to make profits has decreased. Thos that looking at the market and studying it often seek
to establish whether or not the stock market is an efficient market. Stock markets are an immediate form of trade where supply
and demand find an equilibrium in an immediate manner so sales are conducted in a very efficient manner. The rationalisation behind this is straightforward, when there is a greater supply
than demand the price will decrease so that the demand will increase, therefore is Company As shares are being sold by more people than want to buy them the price
will drop until there are enough buyers. If there is a higher demand than the supply, more people want to buy Company A shares then want to sell, then
the price will go up until some of the buyers drop out or ,more people want to sell at the higher price to equilibrium may be found.
In realty, this operates not on a daily basis, but on a moment to moment basis, and the reason for the efficiency is that the market
brings together the buyers and sellers in a single arena where the market forces are left to operate. Therefore the operation of the forces is very effective, but there are
also some less rational and effective influences which do not influence the effect of the market, but does influence the way in which the shares are traded and the prices
that people will pay for certain shares, and impacts on the intrinsic value. If we are to argue that the stock market is efficient then we need to understand these
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