This empirical paper tests out the weak form efficiency of Pakistani stock market by examining the weekly index over the period . Return series has a leptokurtic and negatively skewed distribution. which is away from normal distribution as reflected by significant Jarque-Bera statistic. Estimated results of ADF (1979). https://countryscenesaddleryandpetsuppliers.shop/product-category/contoured-saddle-pad-30x30/