Well, a naive, overly strong formulation of the efficient markets hypothesis may imply that P=NP. Something like "an optimal trading strategy is a function depending on the entire market history, and in order to find an optimal trading strategy, one must check an exponentially large space of such functions."
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.