Giglio, Ricardo and Da Silva, Sergio (2009): Ranking the stocks listed on Bovespa according to their relative efficiency. Published in: Applied Mathematical Sciences , Vol. 43, No. 3 (2009): pp. 2133-2142.
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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.
|Item Type:||MPRA Paper|
|Original Title:||Ranking the stocks listed on Bovespa according to their relative efficiency|
|Keywords:||Algorithmic complexity theory; Econophysics; Financial efficiency|
|Subjects:||G - Financial Economics > G1 - General Financial Markets > G14 - Information and Market Efficiency; Event Studies
C - Mathematical and Quantitative Methods > C0 - General
|Depositing User:||Sergio Da Silva|
|Date Deposited:||19. May 2010 03:29|
|Last Modified:||18. Feb 2013 22:03|
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