Which of the following is NOT correct with respect to the Efficient Market Hypothesis? Weak form efficiency says that technical analysts who study charts of stock prices and volumes can regularly make abnormally good returns, after considering the risk the assume. Semi-strong form efficiency says that if a company announces a labor strike, the stock price very quickly adjusts downward. Semi-strong form efficiency says that when Stryker makes an earning announcement, the stock price quickly reflects the new information. If markets are semi-strong form efficient, then fundamental analysts would not be able to earn abnormally good returns, after considering the risk they assume. Evidence suggests that markets are NOT strong form efficient, since insiders could make abnormally good returns trading on private information. However