This paper investigates the weak form efficiency in the BRIC countries and Turkey with use of autocorrelation analysis, unit root tests, Johansen cointegration and Granger causality test. Monthly data covers the period from July 1997 to December 2013. Our findings indicate the efficiency among the stock markets in the weak form. The empirical findings indicate monthly closing prices of indices follow the random walk procedure. According to Granger causality and Johansen cointegration tests we found the long-run relationship between China and India, also China and Turkey.