Concepedia

Weak-form Efficiency

Weak-Form Efficiency is a form of market efficiency asserting that current asset prices fully reflect all historical price and trading data, thereby implying that past price movements cannot be used to predict future prices or achieve excess returns.

313

Publications

12.2K

Citations

564

Authors

331

Institutions

Publications per year

2017–2026

54

Variants

Weak-form Market Efficiency

Parents

Publications

313

Do Market Efficiency Measures Yield Correct Inferences? A Comparison of Developed and Emerging Markets

John M. Griffin, Patrick J. Kelly, Federico Nardari · Review of Financial Studies · 2010 · 587 citations

, , +17

THE EVOLUTION OF STOCK MARKET EFFICIENCY OVER TIME: A SURVEY OF THE EMPIRICAL LITERATURE

Kian‐Ping Lim, Robert Brooks · Journal of Economic Surveys · 2010 · 408 citations

, , +17

A note on the weak form efficiency of capital markets: The application of simple technical trading rules to UK stock prices - 1935 to 1994

Robert Hudson, Michael Dempsey, Kevin Keasey · Journal of Banking & Finance · 1996 · 300 citations

, , +13

Efficient market hypothesis in European stock markets

María Rosa Borges · European Journal of Finance · 2010 · 230 citations

, , +17

Efficiency and inefficiency in thinly traded stock markets: Kuwait and Saudi Arabia

Kirt C. Butler, Saleh Jameel Malaikah · Journal of Banking & Finance · 1992 · 223 citations

, , +14

1–5 of 313

Authors

564

  1. AC
    Andrew C. Worthington

    Griffith University, Australia

    7 publications · 351 citations

    7

    h-index

  2. AE
    Alexandros E. Milionis

    University of the Aegean, Greece

    7 publications · 158 citations

    7

    h-index

  3. HH
    Helen Higgs

    Griffith University, Australia

    7 publications · 351 citations

    7

    h-index

  4. RG
    Rakesh Gupta

    Griffith University, Australia

    6 publications · 284 citations

    6

    h-index

  5. WM
    Walid Mensi

    Sultan Qaboos University, Oman

    5 publications · 225 citations

    5

    h-index

1–5 of 564

Institutions

331

  1. Monash University

    Melbourne, Australia

    8 h-index

    10 publications

    782 citations

  2. Griffith University

    Brisbane, Australia

    7 h-index

    7 publications

    268 citations

  3. Universiti of Malaysia Sabah

    Kota Kinabalu, Malaysia

    6 h-index

    7 publications

    619 citations

  4. Zayed University

    Abu Dhabi, United Arab Emirates

    5 h-index

    6 publications

    153 citations

  5. Tunis El Manar University

    Tunis, Tunisia

    5 h-index

    6 publications

    237 citations

  6. University of Dundee

    Dundee, United Kingdom

    4 h-index

    8 publications

    230 citations

  7. The University of Texas at Austin

    Austin, United States

    4 h-index

    4 publications

    749 citations

  8. University of Southampton

    Southampton, United Kingdom

    4 h-index

    5 publications

    109 citations

1–8 of 331

Venues

  1. SSRN Electronic Journal

    Repository · 26 publications · 798 citations

    18

    h-index

  2. Applied Financial Economics

    15 publications · 481 citations

    13

    h-index

  3. Applied Economics Letters

    13 publications · 532 citations

    12

    h-index

  4. Applied Economics

    12 publications · 415 citations

    11

    h-index

  5. 9

    h-index

1–5