Dear all, Regarding your research paper; behavioral finance assumes that heuristic-driven bias and framing effects cause market prices to deviate from fundamental values. Whereas, market efficiency theoretically rests on three supports; investor rationality, uncorrelated errors, and unlimited arbitrage. While behavioral finance theory rests on the opposite supports of EMH; investors are not fully rational they face processing errors, and trade based on misinformation noise. Errors are correlated since people are subject to the same kinds of judgment errors and deviate from expectations in the same way. Finally, limits to arbitrage, with three main potential problems; Fundamental risk, Noise trader risk, and Implementation cost. Discuss the limits to arbitrage problems based on the preceding literature "inclusively". cite your work. ((I hope the solution is in the vernacular and not copied from Google))