This paper investigates the weak-form of market efficiency using the Malaysian Stock Exchange over a period of January 1991 to December 2006. The long-spanning data set enabled us to study piecewise before and after the economic crisis encountered by the Malaysian stock market. Using the daily price index. the weak-form efficiency is examined according to the price. https://www.diegojavierfares.com/discount-Sandalwood-Hit-1114-Tfh-Sarees-p17336-special-find/