{
  "annotation_id": "e0de2cc1-7736-4c36-8bd8-32f8f2649a65",
  "date_created": "2026-03-02T18:01:00.701000Z",
  "date_modified": "2026-03-02T18:01:00.701000Z",
  "file_hash": "f431eb89baed5d51d5a3a0c760e7a83cabd55e6d1df8d0d428b5f92b88043849",
  "private": false,
  "record": {
    "abstract": "We investigate the waiting-time distribution of the absolute return in the\nKorean stock-market index KOSPI. We define the waiting time as a time interval\nduring which the normalized absolute return remains continuously below a\nthreshold $r_c$. Through an exponential bin plot, we observe that the\nwaiting-time distribution shows power-law behavior, $p_f (t) \\sim t^{-\\beta}$,\nfor a range of threshold values. The waiting-time distribution has two scaling\nregimes, separated by the crossover time $t_c \\approx 200$ min. The power-law\nexponents of the waiting-time distribution decrease when the return time\n$\\Delta t$ increases. In the late-time regime, $t \u003e t_c$, the power-law\nexponents are independent of the threshold to within the error bars for fixed\nreturn time.",
    "arxiv_id": "physics/0508218",
    "authors": [
      "Jae Woo Lee",
      "Kyoung Eun Lee",
      "Per Arne Rikvold"
    ],
    "categories": [
      "physics.soc-ph",
      "cond-mat.stat-mech",
      "q-fin.ST"
    ],
    "journal_ref": "Journal of Korean Physical Society, 48, S123~S126(2006)",
    "title": "Waiting-time distribution for a stock-market index",
    "url": "https://arxiv.org/abs/physics/0508218"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "23dd1192-21c6-4409-9ebf-2e56f7f017be",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}