All Rights Reserved
AccessEcon LLC 2006, 2008.
Powered by MinhViet JSC
ralph lauren polo

 
Cleiton Taufemback, Ricardo Giglio and Sergio Da Silva
 
''Algorithmic complexity theory detects decreases in the relative efficiency of stock markets in the aftermath of the 2008 financial crisis''
( 2011, Vol. 31 No.2 )
 
 
The relative efficiency of financial markets can be evaluated using algorithmic complexity theory. Using this approach we detect decreases in efficiency rates of the major stocks listed on the Sao Paulo Stock Exchange in the aftermath of the 2008 financial crisis.
 
 
Keywords: market efficiency, stock markets, econophysics
JEL:
C6 - Mathematical Methods and Programming: General
 
Manuscript Received : May 17 2011 Manuscript Accepted : Jun 05 2011

  This abstract has been downloaded 289 times                The Full PDF of this paper has been downloaded 87742 times