{
  "annotation_id": "12d1f2e2-bd9b-4c0f-92e3-250989f6bff8",
  "date_created": "2026-03-02T18:01:10.903000Z",
  "date_modified": "2026-03-02T18:01:10.903000Z",
  "file_hash": "10d914bc20cb01f9a3cb4c97ec8d529431d44b0de931f0e669bcedd07d82b7a6",
  "private": false,
  "record": {
    "abstract": "It is well known that there exist statistical and structural differences\nbetween the stock markets of developed and emerging countries. In this work, we\npresent an analysis of the variations and autocorrelations of the Mexican Stock\nMarket index (IPC) for different periods of its historical daily data, showing\nevidence that the Mexican Stock Market has been increasing its efficiency in\nrecent times. We have analyzed the returns autocorrelation function (ACF) and\nused detrended fluctuation analysis (DFA) methods. We also analyze the\nvolatility of the IPC and the Dow Jones Industrial Average (DJIA) and compare\ntheir evolution. The data samples analyzed here, correspond to daily values of\nthe IPC and DJIA for the period 10/30/1978 to 02/28/2006.",
    "arxiv_id": "physics/0607192",
    "authors": [
      "H. F. Coronel-Brizio",
      "A. R. Hernandez-Montoya",
      "R. Huerta-Quintanilla",
      "M. Rodriguez-Achach"
    ],
    "categories": [
      "physics.soc-ph",
      "q-fin.ST"
    ],
    "doi": "10.1016/j.physa.2007.02.109",
    "journal_ref": "Physica A Vol. 383, pages 5-9 (2007)",
    "title": "Evidence of Increment of Efficiency of the Mexican Stock Market Through   the Analysis of its Variations",
    "url": "https://arxiv.org/abs/physics/0607192"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "9e021aca-c64e-47ee-b3bf-f46c0fd32180",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}