Non-normal data

[Sarfar]

Hi,

I am Sarah Farrugia and am researching the weak-form efficient market hypothesis which states that stock prices should follow a random walk process. In this respect I am performing some tests such as unit root tests (ADF and PP), autocorrelation test, runs test and variance ratio test to detect any dependence in stock prices between t1 and t-1. My first question is this: I found my data to be non-normal. Does this in any way affect the other tests I need to perform? And if yes is there anything I can do to correct for non-normality?

Second, would I be able to perform the runs test using eviews 7?

Many thanks for your help in advance,

Sarah