Abstract:

The informational efficiency of financial market has taken on great importance in emerging markets. But there are no study empirical testing this efficiency after the revolution. The aims of this paper is to analyze the information efficiency after this sensitive period. In particularly, it is a question of testing the weak form of efficiency on the Tunisian stock market. Based in many studies in literature of efficiency in developed countries, the select sample is compound of 52 companies over the period 2014-2018. By applying the different test of Unit Root (ADF), Box –Pierce and ARCH for detect the presence or not of Conditional heteroskedasticity. The results found show that the hypothesis of efficiency in its weak form is