Efficient market hypothesis says that market prices reflect all known material public information.

Sentimetre is investigating how quickly this information is incorporated into market prices given the limits of human attention and market frictions.

Research has shown that positive news is incorporated into a stock within a 4 day period and negative news takes longer simply because of the mechanics required in shorting a stock.

Email: eric.ontieri@sentimetre.com, clynton.kakai@sentimetre.com