Subsequent decision:

An additional condition or disease may be allowed subsequent to the initial allowance if there is evidence to support a causal relationship between the allowed injury and the new condition or disease. Subsequent decisions are made after the initial decision of the claim. These decisions are a result of issues that have either been requested by a party to the claim or those that BWC is addressing via an administrators motion. Requests for action are categorized as either a formal request or an informal request and can be submitted by a party to the claim or an external party (e.g. IC, managed care organization, etc.). Requests can be submitted on BWC or IC applications, by letter, phone, in person or electronically.
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efficient market
Market where all pertinent information is available to all participants at the same time, and where prices respond immediately to available information. Stockmarkets are considered the best examples of efficient markets. .. efficient market:

Market where all pertinent information is available to all participants at the same time, and where prices respond immediately to available information.

Efficient-market hypothesis
In finance, the efficient-market hypothesis (EMH), or the Joint Hypothesis Problem, asserts that financial markets are "informationally efficient". In consequence of this, one cannot consistently achieve returns in excess of average market returns on a risk-adjusted basis, given the information available at the time the investment is made. There are three major versions of the hypothesis: "weak", "semi-strong", and "strong". The weak-form EMH claims that prices on traded assets (e.g., stocks, bonds, or property) already reflect all past publicly available information. The semi-strong-form EMH claims both that prices reflect all publicly available information and that prices instantly change to reflect new public information. The strong-form EMH blamed the belief in rational markets for much of the late-2000s financial crisis.[1][2][3] In response additionally claims that prices instantly reflect even

hidden or "insider" information. Critics have, proponents of the hypothesis have stated that market efficiency does not mean having no uncertainty about the future, that market efficiency is a simplification of the world which may not always hold true, and that the market is practically efficient for investment purposes for most individuals.
Efficient Market Theory

Definition
The (now largely discredited) theory that all market participants receive and act on all of the relevant information as soon as it becomes available. If this were strictly true, no investment strategy would be better than a coin toss. Proponents of the efficient market theory believe that there is perfect information in the stock market. This means that whatever information is available about a stock to one investor is available to all investors (except, of course, insider information, but insider trading is illegal). Since everyone has the same information about a stock, the price of a stock should reflect the knowledge and expectations of all investors. The bottom line is that an investor should not be able to beat the market since there is no way for him/her to know something about a stock that isn't already reflected in the stock's price. Proponents of this theory do not try to pick stocks that are going to be winners; instead, they simply try to match the market's performance. However, there is ample evidence to dispute the basic claims of this theory, and most investors don't believe it. .

The Characteristics of an Efficient Market

Since investors have the opportunity to invest in more than one market, it is important to have a fair understanding of the criteria on which markets can be compared. Following are features of an efficient stock market: I. Efficient system to facilitate trading A good market should operate smoothly and efficiently in terms of operation. Buyers and sellers should be able to meet their expectations without any time delays or difficulties. II. Availability of information Timely information plays a vital role in decision-making relating to investments in stocks. Information on share prices, volumes and bids of transactions should be available on time without any difficulty. III. Liquidity Liquidity in this context refers to the ability to buy or sell shares quickly at a known price that is not substantially different from the price a moment ago. IV. Transaction Cost An efficient market should be cost effective to the investors. In other words, transaction cost should be minimal. The transaction cost includes brokerage, cost of trading in the market and cost of transferring the ownership of the stock.

V. Information Processing Efficiency One of the most critical and important attributes of a good market is its information processing capability. The market price should adequately reflect all information relating to the stock. This also means that the market should swiftly adjust prices to new information relating to stocks.