eknath

What is Autocorrelation tests in Weak-Form EMH in Investment Management?

I was wondering how does Weak-Form EMH in Investment Management Autocorrelation test work??
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jacksonhh
"• Autocorrelation tests: price change in one period is correlated with the price change in some other period. Source: http://in.docsity.com/en-docs/Testing_Market_Efficiency_-_Security_Analysis_and_Portfolio_Management_-_Solved_Quiz_"
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