With respect to the efficient market hypothesis, if security prices reflect only past prices and trading volume
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With respect to the efficient market hypothesis, if security prices reflect only past prices and trading volume information, then the market is:
A. Weak-form efficient.
B. Strong-form efficient.
C. Semistrong-form efficient.
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Related Book For
Investments Principles Of Portfolio And Equity Analysis
ISBN: 9780470915806
1st Edition
Authors: Michael McMillan, Jerald E. Pinto, Wendy L. Pirie, Gerhard Van De Venter, Lawrence E. Kochard
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