Every market leaves its fingerprint in prices time series. The Efficient Market Hypothesis
(EMH), considers that prices behave as random walks, a property that has been tested on …

This paper aims to focus weekly stock market prices from the CEECs (Lithuania, Hungary,
Romania, Croatia, Slovenia, Poland, Bulgaria, the Slovak Republic, Latvia, Estonia, and the …

This study aims to test the weak-form efficiency of the stock markets of Brazil, Russia, India,
China and South Africa (BRICS). This study uses daily stock indices returns of BRICS for the …

The current study aimed to examine the weak-form efficiency of the Amman Stock Exchange
using the weekly stock closing prices of shares for the period 2017-2019. In order to achieve …

Efficient market hypothesis asserts movements in asset prices are due to significant changes
in information. The financial crisis of 2007-2009 originated from subprime mortgages in the …

Abstract The Random Walk approach was employed to test the Weak-Form Efficient Market
Hypothesis (EMH) in the Nigeria Stock Exchange (NSE); prior and post internationalization …

This paper explores the Weak-Form (WF) taxonomy of EMH in Nigeria on the premise that
security prices take random walk processes. For this purpose, high and low frequency …

The current study intended to analyse efficiency of Indian Stock Market. The portfolios
(momentum and contrarian) were framed over the 11 years study period, ie, from April 2006 …

In recent decades business organisations as well as governments are realizing the
importance of capital markets in general and particularly stock markets in the economic …

The market efficiency hypothesis has attracted a notable number of economists to conduct
investigations in this field. It could be considered as an effective method of driving investors …