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Ranking the Stocks Listed on Bovespa according to their Relative Efficiency

Ricardo Giglio, Federal University of Santa Catarina
Sergio Da Silva, Federal University of Santa Catarina

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.

Suggested Citation

Ricardo Giglio and Sergio Da Silva. "Ranking the Stocks Listed on Bovespa according to their Relative Efficiency" Applied Mathematical Sciences 3.43 (2009): 2133-2142.
Available at: http://works.bepress.com/sergiodasilva/86