This chapter attempts to answer the definitions of stock market efficiency, market abuse, and explains why stock market efficiency so important for the economy. The price of a share is determined by supply and demand. A share price reflects all known information and represents the collective beliefs of all investors about the business' future prospects. The stock market is dominated by large financial institutions and investment funds that are managed and advised by professionals' financial analysts by contributing to its efficiency. It is sometimes said that market abuse and insider dealing are not immoral and they are victimless crimes. The International Stock Exchange's surveillance unit launched an inquiry into share dealings in Williams Holdings. If the market is to be efficient and fair, the period during which insider information exists is minimized. This minimizes the period during which an insider dealer has the opportunity to profit.