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Books in the "Efficient-market hypothesis" category explore the idea that financial markets rapidly and accurately incorporate available information into asset prices, so that consistent above-market returns are impossible without taking extra risk or possessing inside information. This genre includes theoretical expositions of the EMH (weak, semi-strong, strong forms), empirical tests and historical debates, implications for portfolio construction and active vs. passive investing, and critiques from behavioral finance and market anomalies. Readers will find a mix of academic treatments, practitioner guides on indexation and risk management, case studies of market events, and policy discussions about transparency and regulation—material suited to students of finance, investors deciding between active and passive strategies, and anyone interested in how information, expectations and human behavior shape prices.

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