The semi-strong form of market efficiency has been tested by measuring how rapidly security prices react to various news items. Specifically, tests have been confirmed that markets react significantly and typically fast to the following events since they contain information relevant for asset prices(select all that apply):

a) Dividend announcements

b) News of takeovers

c) Macroeconomic announcements such as new data on GDP growth

d) News of outcomes of lawsuits

e) Presidential election outcome announcements

f) Top management change announcements