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This paper tests the weak-form efficiency of three major stock markets in the Caribbean region, the Trinidad and Tobago Stock Exchange (TTSE), Jamaica Stock Exchange (JSE) and the Barbados Stock Exchange (BSE). The monthly closing prices of selected stocks listed on the TTSE and JSE, and the BSE monthly local price index, are examined for this purpose. The testing procedure involves four processes: tests of restrictions, autocorrelation tests, unit root tests and variance ratio tests. Empirical evidence suggests that the TTSE, JSE and BSE are characterised by weak-form efficiency.