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Business, 13.08.2021 01:00 agray062103

In order to test the semistrong form of the efficient-market hypothesis, researchers have mostly relied on the:. a. estimation of the serial correlation coefficients (autocorrelations) for securities and markets.
b. measurement of the performance of technical trading strategies over the years.
c. measurement of how rapidly security prices adjust to different news items.
d. All of the options.

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