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Ranking the stocks listed on Bovespa according to their relative efficiency

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  • Giglio, Ricardo
  • Da Silva, Sergio

Abstract

A 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 Info

Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 22720.

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Date of creation: 2009
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Publication status: Published in Applied Mathematical Sciences 3.43(2009): pp. 2133-2142
Handle: RePEc:pra:mprapa:22720

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Related research

Keywords: Algorithmic complexity theory; Econophysics; Financial efficiency;

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  1. repec:ebl:ecbull:v:7:y:2008:i:6:p:1-12 is not listed on IDEAS
  2. 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.
  3. 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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