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Efficient markets theory(EMT) |
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Efficient markets theory(EMT)Principle that all assets are correctly priced by the market, and that there are no bargains.Efficient markets theory(EMT) Similar MatchesCorrelation coefficientCorrelation coefficientA standardized statistical measure of the dependence of two random variables, defined as the covariance divided by the standard deviations of two variables. Earnings response coefficientEarnings response coefficientA measure of relation of stock returns to earnings surprises around the time of corporate earnings announcements. Regression coefficientRegression coefficientTerm yielded by regression analysis that indicates the sensitivity of the dependent variable to a particular independent variable. See: Parameter. Gini CoefficientGini CoefficientA measure of income inequality within a population, ranging from zero for complete equality, to one if one person has all the income. It is defined as the area between the Lorenz Curve and the diagonal, divided by the total area under the diagonal. Efficient diversificationEfficient diversificationThe organizing principle of modern portfolio theory, which maintains that any risk-averse investor will search for the highest expected return for any particular level of portfolio risk. Further SuggestionsEfficient marketOperationally efficient market Efficient set efficient market theory Efficient market Efficient allocation Internally efficient market Efficient frontier Inefficient portfolio Efficient capital market Coefficient of Variation Minimum efficient scale Information Coefficient (IC) Coefficient of determination |
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