{
  "annotation_id": "4a5927d3-9336-4842-b5f1-12d18a9c89cf",
  "date_created": "2026-03-02T18:01:17.637000Z",
  "date_modified": "2026-03-02T18:01:17.637000Z",
  "file_hash": "5175c0de6524267002be062ee11619490e06c80e3ba94c3a54eae2449971014b",
  "private": false,
  "record": {
    "abstract": "We study the temporal evolution of the market efficiency in the stock markets\nusing the complexity, entropy density, standard deviation, autocorrelation\nfunction, and probability distribution of the log return for Standard and\nPoor\u0027s 500 (S\u0026P 500), Nikkei stock average index, and Korean composition stock\nprice index (KOSPI). Based on the microscopic spin model, we also find that\nthese statistical quantities in stock markets depend on the market efficiency.",
    "arxiv_id": "physics/0701179",
    "authors": [
      "Jae-Suk Yang",
      "Wooseop Kwak",
      "Taisei Kaizoji",
      "In-mook Kim"
    ],
    "categories": [
      "physics.soc-ph",
      "q-fin.ST"
    ],
    "doi": "10.1140/epjb/e2008-00050-0",
    "journal_ref": "The European Physical Journal B 61 (2) 241-246 (2008)",
    "title": "The market efficiency in the stock markets",
    "url": "https://arxiv.org/abs/physics/0701179"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "c7ca678b-b48a-4f0f-b708-cbe6da5a75a3",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}