{
  "annotation_id": "fccc3262-db0d-4040-8871-ad6e1cbea808",
  "date_created": "2026-03-02T18:01:07.473000Z",
  "date_modified": "2026-03-02T18:01:07.473000Z",
  "file_hash": "695d04212991bb1b75e53b0ac5010e20d328dd2ea68893eb2180f9b2a83ed26c",
  "private": false,
  "record": {
    "abstract": "We study dynamical behavior of the Chinese stock markets by investigating the\nstatistical properties of daily ensemble returns and varieties defined\nrespectively as the mean and the standard deviation of the ensemble daily price\nreturns of a portfolio of stocks traded in China\u0027s stock markets on a given\nday. The distribution of the daily ensemble returns has an exponential form in\nthe center and power-law tails, while the variety distribution is log-Gaussian\nin the bulk followed by a power-law tail for large varieties. Based on\ndetrended fluctuation analysis, R/S analysis and modified R/S analysis, we find\nevidence of long memory in the ensemble returns and strong evidence of long\nmemory in the evolution of variety.",
    "arxiv_id": "physics/0603147",
    "authors": [
      "Gao-Feng Gu",
      "Wei-Xing Zhou"
    ],
    "categories": [
      "physics.soc-ph",
      "q-fin.ST"
    ],
    "doi": "10.1016/j.physa.2007.05.007",
    "journal_ref": "Physica A 383, 497-506 (2007).",
    "title": "Statistical properties of daily ensemble variables in the Chinese stock   markets",
    "url": "https://arxiv.org/abs/physics/0603147"
  },
  "schema_id": "dorsal/arxiv",
  "source": {
    "execution_id": "86a4f813-c3dc-4a3e-b3c3-20bb04e4c7aa",
    "id": "arXiv Dataset IDs",
    "type": "Model",
    "variant": "snapshot-2026-03-01",
    "version": "0.1.0"
  },
  "user_id": 1000002
}