摘要：This paper is trying to test the hypothesis of efficient market (EMH Efficient MarketHypothesis), the case of capital market in Romania during the economic financial crisis.According to the purpose in view our research is aiming at testing the hypothesis of random walkof stock exchange indexes BET, BET-C, BET_FI of Bucharest Stock Exchange. In this respectwe will enforce statistic tests to see if the capital market in Romania is efficient in a weak formduring this period.
关键词：efficient capital market; random walk; stationary tests; normal distribution
