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Efficiency Test in US Stock Market

An assignment analyzing the efficiency of the U.S. stock market and its financial implications.

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Efficiency test in US Stock MarketDiscuss the concept of stock market efficiency with reference to the Efficient Market Hypothesis(EMH) and its application to the US stock market. Using daily closing values of the S&P 500from January 2005 toDecember 2014, evaluate the presence of market anomalies and test theweak form of EMH. Explain the methodology used for testing (including parametric and non-parametric tests, randomness tests, and serial correlation tests) and present the findings. What dothese findings suggest about the efficiency of the US stock market and what measures can betaken to improve its efficiency?Word Count Requirement:2,000-2,500 words.

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