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。
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。
Besides reclassification of weak form efficient market, the text carries on empirical research about efficiency of our securities market.
本文的重点除了对弱势有效进行分类之外，还基于新建立的分析体系对我国证券市场效率进行了实证研究。
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