{
  "annotation_id": "56ce3f7e-c441-4e42-a1be-220ba85c48cc",
  "date_created": "2026-03-02T18:01:03.873000Z",
  "date_modified": "2026-03-02T18:01:03.873000Z",
  "file_hash": "b06872b6d603936101423eeeabd6d94a6f687f3ebbddc260d374745113d7f635",
  "private": false,
  "record": {
    "abstract": "In this article we study the dependence degree of the traded volume of the\nDow Jones 30 constituent equities by using a nonextensive generalised form of\nthe Kullback-Leibler information measure. Our results show a slow decay of the\ndependence degree as a function of the lag. This feature is compatible with the\nexistence of non-linearities in this type time series. In addition, we\nintroduce a dynamical mechanism whose associated stationary probability density\nfunction (PDF) presents a good agreement with the empirical results.",
    "arxiv_id": "physics/0510112",
    "authors": [
      "Jeferson de Souza",
      "Luis G. Moyano",
      "Silvio M. Duarte Queiros"
    ],
    "categories": [
      "physics.data-an",
      "q-fin.ST"
    ],
    "doi": "10.1140/epjb/e2006-00130-1",
    "journal_ref": "Eur. Phys. J. B 50, 165 - 168 (2006)",
    "title": "On statistical properties of traded volume in financial markets",
    "url": "https://arxiv.org/abs/physics/0510112"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "380b1016-4d91-42fb-819f-9cc6ca24e1e4",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}