Weak form market efficiency is a concept that suggests past stock prices and trading volumes do not predict future stock prices. In a weak form efficient market, all historical information is already ...

This study examines the stock market efficiency in China to offer trading strategy guidance to investors and efficiency evaluation insight to policymakers. Design/methodology/approach – This study ...

Many past studies have found that currencies trend, so technical trading rules produced statistically and economically significant profits. In other words, foreign exchange markets were weak-form ...

Price efficiency is a part of the efficient market hypothesis, which posits that data and information are publicly available and can limit an investor’s ability to gain an edge in the market. Price ...