The study looked at the stock market in Malaysia to see if there are patterns in stock prices that can be predicted. They found that stock prices do not follow a random pattern and can be influenced by factors like the day of the week. This challenges the idea that stock prices are always efficient and cannot be predicted. Some days of the week may have higher returns than others, showing that there are anomalies in the market that can be exploited by investors using unique strategies. This suggests that the stock market is not always as efficient as previously thought.