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.Algorithmic complexity theory; Econophysics; Financial efficiency

Da Silva, Sergio

Giglio, Ricardo

English

Research Papers in Economics

Algorithmic complexity theory and the relative efficiency of financial markets,

An Introduction to Econophysics: Correlations and Complexity in Finance,

Easily calculable measure for the complexity of spatiotemporal patterns,

On the complexity of finite sequences,

The Econometrics of Financial Markets,

The relative efficiency of stockmarkets,

Ranking the stocks listed on Bovespa according to their relative efficiency

Ranking the stocks listed on Bovespa according to their relative efficiency

Abstract

Similar works

Full text

Available Versions

Research Papers in Economics