Ranking the stocks listed on Bovespa according to their relative efficiency
AbstractA methodology based on the algorithmic complexity theory has been applied to assess the relative efficiency of the stocks listed on Bovespa. We provide eight alternative listings of the top ten stocks according to their efficiency rates.
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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 22720.
Date of creation: 2009
Date of revision:
Publication status: Published in Applied Mathematical Sciences 3.43(2009): pp. 2133-2142
Algorithmic complexity theory; Econophysics; Financial efficiency;
Find related papers by JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- C0 - Mathematical and Quantitative Methods - - General
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Giglio, Ricardo & Matsushita, Raul & Figueiredo, Annibal & Gleria, Iram & Da Silva, Sergio, 2008. "Algorithmic complexity theory and the relative efficiency of financial markets," MPRA Paper 8704, University Library of Munich, Germany.
- repec:ebl:ecbull:v:7:y:2008:i:6:p:1-12 is not listed on IDEAS
- Sergio Da Silva & Raul Matsushita & Ricardo Giglio, 2008. "The relative efficiency of stockmarkets," Economics Bulletin, AccessEcon, vol. 7(6), pages 1-12.
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