{
  "annotation_id": "5bc28ff8-ab5b-4f1d-bd1d-dcc8457ec549",
  "date_created": "2026-03-02T18:01:03.662000Z",
  "date_modified": "2026-03-02T18:01:03.662000Z",
  "file_hash": "de836f012a0855fea0cfe9b44a76b1288d905f520d6f5c446a44fda682cb933f",
  "private": false,
  "record": {
    "abstract": "Records of the traded value f_i(t) of stocks display fluctuation scaling, a\nproportionality between the standard deviation sigma(i) and the average \u003cf(i)\u003e:\nsigma(i) ~ f(i)^alpha, with a strong time scale dependence alpha(dt). The\nnon-trivial (i.e., neither 0.5 nor 1) value of alpha may have different origins\nand provides information about the microscopic dynamics. We present a set of\nrecently discovered stylized facts, and then show their connection to such\nbehavior. The functional form alpha(dt) originates from two aspects of the\ndynamics: Stocks of larger companies both tend to be traded in larger packages,\nand also display stronger correlations of traded value.",
    "arxiv_id": "physics/0510058",
    "authors": [
      "Zoltan Eisler",
      "Janos Kertesz"
    ],
    "categories": [
      "physics.soc-ph",
      "physics.data-an",
      "q-fin.ST"
    ],
    "doi": "10.1103/PhysRevE.73.046109",
    "journal_ref": "Phys. Rev. E 73, 046109 (2006)",
    "title": "Scaling theory of temporal correlations and size dependent fluctuations   in the traded value of stocks",
    "url": "https://arxiv.org/abs/physics/0510058"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "c593bd00-a881-4d9d-8e84-139afb312736",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}