--- Alypius Skinner <[EMAIL PROTECTED]> wrote:
>       A statistical physics model is predicting that the US stock market
> recovery suggested by recent rises will only last until spring next year,
> before tumbling yet further. 

Why would this contradict efficient markets?

The efficient-market proposition does not imply any absence of
fluctuations, nor does it imply any limitation on the rise and fall of
asset prices.  It states that prices take into account public beliefs.  If
the expectation is that others will buy the assets at higher prices, then
why would it be inefficient for the price to rise?

It seems to me that "efficient markets" is a micro phenomenon on specific
assets at some moment ex ante, not a proposition about the whole financial
market over the long term ex post.

Fred Foldvary


=====
[EMAIL PROTECTED]

Reply via email to