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In this article, we used diﬀerent variance ratio tests to check the eﬃciency of the ﬁrms registered in the food sector of Pakistan stock market. In addition, we explored the performance of variance ratio tests under heteroskedasticity and autocorrelation. The existing variance ratio tests are applied to the daily and weekly observed and corrected returns. The results reveal that the series are more eﬃcient for corrected daily and weekly series. Furthermore, it is found that weighted variance ratio tests are more consistent under both heteroskedasticity and homoskedasticity.