Ranking the stocks listed on Bovespa according to their relative efficiency

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.

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.

• Item Type: MPRA Paper
• Language: English
• Keywords: Algorithmic complexity theory; Econophysics; Financial efficiency
• Subjects: G - Financial Economics > G1 - General Financial Markets > G14 - Information and Market Efficiency ; Event Studies ; Insider Trading; C - Mathematical and Quantitative Methods > C0 - General

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