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Which of the following are not effective strategies for producing excess returns if the market is semistrong-form efficient?

I. graphing past prices searching for patterns
II. watching the daily market movements
III. studying the latest analyst's reports
IV. analysing a firm's financial statements

1 Answer

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Final answer:

The correct answer is option 1 and 2. In semistrong-form efficient markets, trying to produce excess returns through technical analysis, monitoring daily market movements, studying analysts' reports, or analyzing financial statements is ineffective since all public information is already reflected in stock prices.

Step-by-step explanation:

In the context of semistrong-form efficient markets, certain strategies for generating excess returns are considered ineffective. If a market is semistrong-form efficient, it implies that all publicly available information is already reflected in stock prices. Therefore, the following strategies would not be effective:

  • Graphing past prices searching for patterns (technical analysis)
  • Watching the daily market movements

Since semistrong-form efficiency suggests that stock prices reflect all publicly known information, the last two mentioned strategies will also not produce excess returns:

  • Studying the latest analyst's reports
  • Analyzing a firm's financial statements (fundamental analysis)

Efficient market hypothesis proponents argue that the only way to achieve higher returns is through actions reflecting information not yet known by the market or through taking on higher risk.

User Graham Lea
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