Behind The Markets Podcast: The 2022 Jacobs Levy Quantitative Finance Conference
Behind the Markets Podcast
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The Efficient Market Hypothesis
In the last fifth, virtually all imean soe many of decline. Even the momentum factor has not done well. This is one of those momentum crashes that you are talking about. Ah, but when i look at the last 30 years, this earning effect that iv mentioned to you, and also the overall momentum effect, they're still there. Which is very surprising. Because the whole idea of the efficient market hypothesis, which is very surprising for usits ait, once tearesan, it's going to go down,. It's taking much longer. But i can i subscribe the idea that it’s going to decline over time, because if these are behavio biases
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