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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
C6 - Mathematical Methods and Programming: General
Manuscript Received : May 17 2011 Manuscript Accepted : Jun 05 2011

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