The efficient market hypothesis implies that P==NP. There's a LOT of reason to believe it's false.
The paper is here: https://arxiv.org/pdf/1002.2284.pdf. They do a sketchy reduction to an extremely stylized model of the market from the knapsack problem and 3-SAT.
https://www.amazon.com/Efficiently-Inefficient-Invests-Marke...