weak form efficiency market 弱式效率市场
Weak-Form Efficiency Hypothesis 弱态有效性假设
Weak-Form Market Efficiency 弱式有效市场假说 ; 弱式有效市场
Under weak form efficiency the assertion is that stochastic modeling of past data is useless since random walk processes generate short-term price movements.
弱形式有效性坚持以前数据的随机建模是无用的，因为随机行走过程产生短期价格移动。
This paper examines the weak form efficiency in Shanghai stock market from the beginning of 1991 to the end of 1996 by applying modern investment theories and empirical research method.
运用现代投资分析理论与实证研究方法，对上海股票市场从1991年初～1996年底的市场弱式有效性进行了全面综合分析。
The results show that whereas the A-share markets were inefficient before spilt share reform, they have reached the weak-form efficiency after that.
检验结果表明，股改前市场是非有效的，股改之后市场达到了弱式有效。
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