Karasiński, Jacek; Zduńczak, Patryk - In: Journal of economics & management 43 (2021) 1, pp. 206-224
of informational inefficiency of the market in a weak form. The authors intend to examine whether these phenomena co …-occur with each other. Design/methodology/approach - Following Bachelier’s strict random walk model, we quantified a weak-form …