This paper promotes an exchange of scientific information considering two cornerstones for modern economic-financial theory: the Efficient Market Hypothesis in weak form (EMH), Asymmetric Information and Multifrac-tal Theory. We employ the Multifractal Detrended Cross-Correlation Analysis (MF-DCCA) to check the effects caused by COVID-19 in one of the most relevant economic sectors to the Economic Growth theory, the Education sector. Therefore, our analysis considers two non-overlapping periods (before, during and after COVID-19) to investigate the intricate multifractal dynamics between volatility time series pairs of these assets fixed the EDU asset. For both periods, our findings categorically rejected the Efficient Market Hypothesis in Fama's sense and ratified the Fractal Market Hypothesis. Also, analyzing the asymmetry multifractal parameter validates the Asymmetric Information in Stiglitz's sense for both periods. Our empirical evidence clarifies the complex dynamics of peculiar USA education group stocks and provides a better understanding of the most diverse stakeholders.