{
  "annotation_id": "3f1ec0e2-6b69-4219-bdf1-00dbab6efbae",
  "date_created": "2026-03-02T18:00:57.096000Z",
  "date_modified": "2026-03-02T18:00:57.096000Z",
  "file_hash": "82edeeed36862ab8a5bc2ba61ecd9100cf851aaa5aa302b34c18256f336396a9",
  "private": false,
  "record": {
    "abstract": "We examine the out-of-equilibrium phase reported by Plerou {\\it et. al.} in\nNature, {\\bf 421}, 130 (2003) using the data of the New York stock market\n(NYSE) between the years 2001 --2002. We find that the observed two phase\nphenomenon is an artifact of the definition of the control parameter coupled\nwith the nature of the probability distribution function of the share volume.\nWe reproduce the two phase behavior by a simple simulation demonstrating the\nabsence of any collective phenomenon. We further report some interesting\nstatistical regularities of the demand fluctuation of the financial market.",
    "arxiv_id": "physics/0502084",
    "authors": [
      "Kaushik Matia",
      "Kazuko Yamasaki"
    ],
    "categories": [
      "physics.soc-ph",
      "q-fin.ST"
    ],
    "title": "Statistical Properties of Demand Fluctuation in the Financial Market",
    "url": "https://arxiv.org/abs/physics/0502084"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "d833213f-1638-4868-8ca2-54a654c69c3e",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}