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.

MoreLess

Year of publication:	2009
Authors:	Giglio, Ricardo ; Da Silva, Sergio
Institutions:	Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
Subject:	Algorithmic complexity theory \| Econophysics \| Financial efficiency

freely available

Full text |

More access options

Check Google Scholar

In German libraries (KVK)

I need help

More details

Extent:	application/pdf
Series:	MPRA Paper.
Type of publication:	Book / Working Paper
Notes:	Published in Applied Mathematical Sciences 3.43(2009): pp. 2133-2142
Classification:	G14 - Information and Market Efficiency; Event Studies ; C0 - Mathematical and Quantitative Methods. General
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10008595908