English abstract
The researchers in this study tries to investigate the efficiency of Amman Financial Market using two hypotheses: the stock returns that follow the normal distribution and the instability of stock prices during the period from January 2000 until April 2007 based on daily closing price and market index using the serial correlation and frequent testing. But the statistical tests proved that the stock returns don't follow the normal distribution therefore, the frequent testing was used, but it also proved inefficiency of the market and this gives the investors and opportunity to predict the future prices and obtain higher returns than normal.
