Ranking the stocks listed on Bovespa according to their relative efficiency
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References listed on IDEAS
- 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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- Da Silva, Sergio, 2015. "Financial Market Efficiency Should be Gauged in Relative Rather than Absolute Terms," MPRA Paper 64497, University Library of Munich, Germany.
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KeywordsAlgorithmic complexity theory; Econophysics; Financial efficiency;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- C0 - Mathematical and Quantitative Methods - - General
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