Verification of the Weak-Form Informational Efficiency of Fuel Markets in the Visegrad Group
Monika Krawiec,
Anna Górska,
Agnieszka Gehringer
Abstract:The paper aims at examining the weak-form informational efficiency of fuel markets in the Visegrad Group (V4) countries: the Czech Republic, Hungary, Poland and Slovakia from January 2016 through December 2020. For this purpose, the following statistical tests were applied: the runs test, the variance ratio test, the autocorrelation tests, the unit root tests. The tests provided mixed results not giving a definitive answer to the question of whether V4 fuel markets were informationally efficient in a weak form… Show more
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