{
  "annotation_id": "f822cb5f-8450-4063-91a8-a03150223579",
  "date_created": "2026-03-02T18:01:10.801000Z",
  "date_modified": "2026-03-02T18:01:10.801000Z",
  "file_hash": "463829666db7131779309bc30a26058fbf6c7ad535cac4b278724fda8bc695cb",
  "private": false,
  "record": {
    "abstract": "Investment horizon approach has been used to analyze indexes of Polish stock\nmarket.Optimal time horizon for each return value is evaluated by fitting\nappropriate function form of the distribution. Strong asymmetry of gain-loss\ncurves is observed for WIG index, whereas gain and loss curves look similar for\nWIG20 and for most of individual companies stocks. The gain-loss asymmetry for\nthese data, measured by the coefficient, that we postulated before\n\\cite{karpio}, has opposite sign to this for WIG index.",
    "arxiv_id": "physics/0608214",
    "authors": [
      "Magdalena A. Zaluska-Kotur",
      "Krzysztof Karpio",
      "Arkadiusz Orlowski"
    ],
    "categories": [
      "physics.soc-ph",
      "physics.data-an",
      "q-fin.ST"
    ],
    "title": "Comparison of gain-loss asymmetry behavior for stocks and indexes",
    "url": "https://arxiv.org/abs/physics/0608214"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "f2f24d9e-fb2e-40d7-9a17-d294fe86f2c0",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}