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MP A R Munich Personal Repel Archive Weak-form market e mainly and calendar anomalies for Eastern Europe equity markets Francesco Good and Rakesh Gupta and Sun eel Maheshtala University Polytechnic

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What is weak-form market efficiency?

Weak-form market efficiency is a financial theory suggesting that current stock prices reflect all past trading information. This implies that historical price movements cannot be used to predict future price movements, making it impossible to achieve consistent excess returns through technical analysis.

Who is required to file weak-form market efficiency?

Weak-form market efficiency is not something that is filed; rather, it is a theoretical framework used by investors and analysts to understand market behavior. There is no specific requirement to file anything under this concept.

How to fill out weak-form market efficiency?

Since weak-form market efficiency is a theoretical concept and not a document or form, there are no filing requirements or processes involved.

What is the purpose of weak-form market efficiency?

The purpose of weak-form market efficiency is to establish that stock prices in an efficient market incorporate all historical price information, which suggests that it is not advantageous to use past price data to forecast future prices.

What information must be reported on weak-form market efficiency?

There is no specific information to report on weak-form market efficiency since it is a theoretical assessment rather than a formal regulatory requirement or filing.

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