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The Less-Efficient Market Hypothesis

aqr.com · 949 words · saved by 2 readers

I argue that over the past 30+ years markets have become less informationally efficient in the relative pricing of common stocks, particularly over medium horizons

The Less-Efficient Market Hypothesis Important Notice: Fraudulent Schemes Impersonating AQR Capital Management, LLC and Affiliates (collectively, "AQR") Important Notice: Fraudulent Schemes Impersonating AQR More Info There have been recent incidents of individuals and groups falsely claiming to be associated with AQR on social media platforms. These imposters have engaged in a variety of unauthorized conduct, including soliciting customers to carry out trading activities with them, impersonating AQR using the genuine names of AQR senior executives or employees to offer investment opportunitie

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