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Ranking the stocks listed on Bovespa according to their relative efficiency

Author

Listed:
  • 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.

Suggested Citation

  • Giglio, Ricardo & Da Silva, Sergio, 2009. "Ranking the stocks listed on Bovespa according to their relative efficiency," MPRA Paper 22720, University Library of Munich, Germany.
  • Handle: RePEc:pra:mprapa:22720
    as

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    File URL: https://mpra.ub.uni-muenchen.de/22720/1/MPRA_paper_22720.pdf
    File Function: original version
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    References listed on IDEAS

    as
    1. 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.
    2. repec:ebl:ecbull:v:7:y:2008:i:6:p:1-12 is not listed on IDEAS
    3. Sergio Da Silva & Raul Matsushita & Ricardo Giglio, 2008. "The relative efficiency of stockmarkets," Economics Bulletin, AccessEcon, vol. 7(6), pages 1-12.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. Da Silva, Sergio, 2015. "Financial Market Efficiency Should be Gauged in Relative Rather than Absolute Terms," MPRA Paper 64497, University Library of Munich, Germany.

    More about this item

    Keywords

    Algorithmic complexity theory; Econophysics; Financial efficiency;

    JEL classification:

    • G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
    • C0 - Mathematical and Quantitative Methods - - General

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