How does the Efficient Market Hypothesis (EMH) explain stock price behavior, and what are the implications for investors? Describe the three forms of EMH and discuss whether active or passive management is more suitable in light of this theory.

Stock market analyst. Explain how the relationship between risk and return is maintained using different models

Examine (i) the relation between market returns and investor sentiment, and (ii) the relation between market returns and conditional volatility. Discuss potential limitations of your work.

Offer some reasons that the intrinsic value that you might calculate with the methodologies learned might yield a price different than what the stock trades at in the stock market. You can reference any method of valuation models in offering thoughts on why there might be differences between intrinsic and market values.

Describe precisely one way that you would test if a particular stock market is strong-form efficient.

What is the Efficient Markets Hypothesis (EMH),and what are its three forms? What evidence supports the EMH? What evidence casts doubt onthe EMH?

: Does the Efficient Market Hypothesi hold true? Why or why not?

Which of the following statements concerning the Efficient Market Hypothesis is correct? Select one: a. Stock market prices are based on speculation not on underlying information   b. New information that confirms investor expectations should change stock prices c. Stock prices should slowly respond when unexpected information becomes available d. Careful research can help investors earn abnormal profits e. Your return on investment should reflect the riskiness of your portfolio

1. Which form of market efficiency is the best among weak, semi strong and strong? 2. Is stock market efficient? Give logic in favour of your answer

Identify and critically discuss the role of beta coefficient as used in the capital assetpricing model. Try to support your answers with evidence from the relevantacademic literature. If such criticisms hold, why do we still use the capital assetpricing model or factor models for explaining securities’ and portfolio’s returns?