Ranking the stocks listed on Bovespa according to their relative efficiency
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.
|Date of creation:||2009|
|Publication status:||Published in Applied Mathematical Sciences 3.43(2009): pp. 2133-2142|
|Contact details of provider:|| Postal: Ludwigstraße 33, D-80539 Munich, Germany|
Web page: https://mpra.ub.uni-muenchen.de
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- 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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