Guidi, Francesco; Gupta, Rakesh; Maheshwari, Suneel - Volkswirtschaftliche Fakultät, … - 2010
In this paper we test the weak form of the efficient market hypothesis for Central and Eastern Europe (CEE) equity markets for the period 1999-2009. To test weak form efficiency in the markets this study uses, autocorrelation analysis, runs test, and variance ratio test. We find that stock...