A procedure for testing the hypothesis of weak efficiency in financial markets: a Monte Carlo simulation

JOSE ANGEL ROLDAN CASAS2026-01-292026-01-29202210.1007/s10260-022-00627-42-s2.0-85127610415https://www.scopus.com/inward/record.uri?eid=2-s2.https://ucocris.uco.es/handle/123456789/34791Statistics and ProbabilityStatistics, Probability and UncertaintyA procedure for testing the hypothesis of weak efficiency in financial markets: a Monte Carlo simulationresearch article