Validity of Weak-Form Market Efficiency in Central and Eastern European Countries (CEECs): Evidence from Linear and Nonlinear Unit Root Tests
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 Czech Republic) markets for evidence of weak-form market efficiency. This is complemented by the use of comprehensive un...
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| Format: | Article |
| Language: | English |
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Sciendo
2019-12-01
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| Series: | Review of Economic Perspectives |
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| Online Access: | https://doi.org/10.2478/revecp-2019-0020 |