These tags are not synonyms. Market without any addition can be any market, and it is an umbrella term. For this one tag you could perhaps make some arguments to get rid of it and just use specific tags but I think this tag can be useful when talking about general microeconomic model.
Efficient market, can refer to either informational or allocative efficiency. Not every market is efficient. Hence it is reasonable to have separate tag for efficient markets.
Financial markets are small subset of all markets across economy where people trade securities, or derivatives of securities. It is true that stock market is also financial market, but financial market is not just stock market, bond market, forex market etc are all financial markets. Here, again there might be reason for some people to want to talk about financial markets in general, and also reason to talk about just stock market in particular so two tags are justified.
Asset pricing is specific set of financial theories. This is not synonymous with any of the term to list. For example CAPM is example of asset-pricing.
Finance is the study financial markets from more client oriented side.
Financial economics is the study of financial markets from more birds eye view.
Investment (in economics) is capital purchase by firm. In economics it actually does not even generally refer to the lets say investing in stocks, although people use the term in finance.
As you can see none of the terms above are really synonyms which would warrant merge of tags.