  We study the temporal evolution of the market efficiency in the stock markets
using the complexity, entropy density, standard deviation, autocorrelation
function, and probability distribution of the log return for Standard and
Poor's 500 (S&P 500), Nikkei stock average index, and Korean composition stock
price index (KOSPI). Based on the microscopic spin model, we also find that
these statistical quantities in stock markets depend on the market efficiency.
