Asset prices can convey information, but they can also convey misinformation. 
These 
prices can be correct.  Even a stopped clock gives the right time a couple 
times a 
day. The problem is the inability to identify when the price is correct and 
when it 
is not.

Because the price is supposed to reflect information, when it moves it can give 
the 
impression that this move reflects information that others have. Acting on this 
pseudo-information can intensify the price movement, convincing others to jump 
on the 
bandwagon, leading to a bubble or a crash.



On Wed, Dec 17, 2008 at 11:22:19AM -0500, Doug Henwood wrote:
>
> On Dec 17, 2008, at 4:30 AM, Julio Huato wrote:
>
>> That is, markets *never* get asset prices right!
>
> They can sometimes, whatever "right" means exactly. I thought the EMH 
> merely claimed that market prices promptly reflect all available 
> information. If you believe that the markets are at least partly driven by 
> mob psychology, then prices often efficiently reflect nonsense. But not 
> always.
>
> Doug
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-- 
Michael Perelman
Economics Department
California State University
Chico, CA 95929

Tel. 530-898-5321
E-Mail michael at ecst.csuchico.edu
michaelperelman.wordpress.com
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