Ranking the stocks listed on Bovespa according to their relative efficiency

Ricardo Giglio and Sergio Da Silva

MPRA Paper from University Library of Munich, Germany

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.

Keywords: Algorithmic complexity theory; Econophysics; Financial efficiency (search for similar items in EconPapers)
JEL-codes: C0 G14 (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (1)

Published in Applied Mathematical Sciences 3.43(2009): pp. 2133-2142

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Persistent link: https://EconPapers.repec.org/RePEc:pra:mprapa:22720

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