This paper makes tests of weak-form efficiency for SSE A Share Composite Index,SZSE A Share Component Index,Dow Jones Industrial Average and NASDAQ Composite Index by means of serial auto-correlation,run test,filter rule and auto-regression.

• 本文使用序列自相关分析、游程检验、滤嘴法则和自回归残差检验四种方法对上证A股综合股价指数、深证A股成份股价指数、道·琼斯工业平均数和NASDAQ综合股价指数的弱式有效性作了检验。