{"_buckets": {"deposit": "7d393848-a71a-4cb5-9eb0-a57781b4765f"}, "_deposit": {"created_by": 17, "id": "19357", "owners": [17], "pid": {"revision_id": 0, "type": "depid", "value": "19357"}, "status": "published"}, "_oai": {"id": "oai:nagoya.repo.nii.ac.jp:00019357", "sets": []}, "author_link": ["56685", "56686", "56687", "56688", "56689", "56690", "56691", "56692"], "item_1615768549627": {"attribute_name": "出版タイプ", "attribute_value_mlt": [{"subitem_version_resource": "http://purl.org/coar/version/c_970fb48d4fbd8a85", "subitem_version_type": "VoR"}]}, "item_9_alternative_title_19": {"attribute_name": "その他のタイトル", "attribute_value_mlt": [{"subitem_alternative_title": "An Empirieal Test of the β-Anomaly with Multifactor Model", "subitem_alternative_title_language": "en"}]}, "item_9_biblio_info_6": {"attribute_name": "書誌情報", "attribute_value_mlt": [{"bibliographicIssueDates": {"bibliographicIssueDate": "2015-03-25", "bibliographicIssueDateType": "Issued"}, "bibliographicIssueNumber": "4", "bibliographicPageEnd": "106", "bibliographicPageStart": "95", "bibliographicVolumeNumber": "62", "bibliographic_titles": [{"bibliographic_title": "経済科学", "bibliographic_titleLang": "ja"}]}]}, "item_9_description_4": {"attribute_name": "抄録", "attribute_value_mlt": [{"subitem_description": "Contradicting to the CAPM theory, so-called β-anomaly (Baker, Bradley, and Wurgler 2011) is observed both in the recent US and Japanese markets. This study examines whether β-anomaly exists after controlling other risk factors than beta in Japanese market. In addition, we examine if β-anomaly can be explained by the return reversal anomaly (Iihara, Kato, and Tokunaga, 2004). Our results indicate that β-anomaly does exist in Japanese market, but we cannot deny possibility that the anomaly was a temporal phenomenon observed only around Japanese bubble period.", "subitem_description_language": "en", "subitem_description_type": "Abstract"}]}, "item_9_identifier_60": {"attribute_name": "URI", "attribute_value_mlt": [{"subitem_identifier_type": "HDL", "subitem_identifier_uri": "http://hdl.handle.net/2237/21442"}]}, "item_9_identifier_registration": {"attribute_name": "ID登録", "attribute_value_mlt": [{"subitem_identifier_reg_text": "10.18999/ecos.62.4.95", "subitem_identifier_reg_type": "JaLC"}]}, "item_9_publisher_32": {"attribute_name": "出版者", "attribute_value_mlt": [{"subitem_publisher": "名古屋大学大学院経済学研究科", "subitem_publisher_language": "ja"}]}, "item_9_relation_43": {"attribute_name": "関連情報", "attribute_value_mlt": [{"subitem_relation_type": "isVersionOf", "subitem_relation_type_id": {"subitem_relation_type_id_text": "https://www2.soec.nagoya-u.ac.jp/bulletin/proceedings/#vol62", "subitem_relation_type_select": "URI"}}]}, "item_9_select_15": {"attribute_name": "著者版フラグ", "attribute_value_mlt": [{"subitem_select_item": "publisher"}]}, "item_9_source_id_7": {"attribute_name": "ISSN（print）", "attribute_value_mlt": [{"subitem_source_identifier": "0022-9725", "subitem_source_identifier_type": "PISSN"}]}, "item_access_right": {"attribute_name": "アクセス権", "attribute_value_mlt": [{"subitem_access_right": "open access", "subitem_access_right_uri": "http://purl.org/coar/access_right/c_abf2"}]}, "item_creator": {"attribute_name": "著者", "attribute_type": "creator", "attribute_value_mlt": [{"creatorNames": [{"creatorName": "田家, 裕介", "creatorNameLang": "ja"}], "nameIdentifiers": [{"nameIdentifier": "56685", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "名倉, 裕平", "creatorNameLang": "ja"}], "nameIdentifiers": [{"nameIdentifier": "56686", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "池田, 直史", "creatorNameLang": "ja"}], "nameIdentifiers": [{"nameIdentifier": "56687", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "井上, 光太郎", "creatorNameLang": "ja"}], "nameIdentifiers": [{"nameIdentifier": "56688", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "TANGE, Yusuke", "creatorNameLang": "en"}], "nameIdentifiers": [{"nameIdentifier": "56689", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "NAGURA, Yuhei", "creatorNameLang": "en"}], "nameIdentifiers": [{"nameIdentifier": "56690", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "IKEDA, Naoshi", "creatorNameLang": "en"}], "nameIdentifiers": [{"nameIdentifier": "56691", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "INOUE, Kotaro", "creatorNameLang": "en"}], "nameIdentifiers": [{"nameIdentifier": "56692", "nameIdentifierScheme": "WEKO"}]}]}, "item_files": {"attribute_name": "ファイル情報", "attribute_type": "file", "attribute_value_mlt": [{"accessrole": "open_date", "date": [{"dateType": "Available", "dateValue": "2018-02-21"}], "displaytype": "detail", "download_preview_message": "", "file_order": 0, "filename": "inoue.pdf", "filesize": [{"value": "1.6 MB"}], "format": "application/pdf", "future_date_message": "", "is_thumbnail": false, "licensetype": "license_note", "mimetype": "application/pdf", "size": 1600000.0, "url": {"label": "inoue.pdf", "objectType": "fulltext", "url": "https://nagoya.repo.nii.ac.jp/record/19357/files/inoue.pdf"}, "version_id": "a2e65bc9-d382-454b-964c-a92b5fe383fb"}]}, "item_keyword": {"attribute_name": "キーワード", "attribute_value_mlt": [{"subitem_subject": "Stock Market", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Capital Asset Pricing Model", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Multifactor Model", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Efficient Market", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Anomaly", "subitem_subject_scheme": "Other"}]}, "item_language": {"attribute_name": "言語", "attribute_value_mlt": [{"subitem_language": "jpn"}]}, "item_resource_type": {"attribute_name": "資源タイプ", "attribute_value_mlt": [{"resourcetype": "departmental bulletin paper", "resourceuri": "http://purl.org/coar/resource_type/c_6501"}]}, "item_title": "マルチファクターモデルを用いた日本市場におけるβアノマリーの検証", "item_titles": {"attribute_name": "タイトル", "attribute_value_mlt": [{"subitem_title": "マルチファクターモデルを用いた日本市場におけるβアノマリーの検証", "subitem_title_language": "ja"}]}, "item_type_id": "9", "owner": "17", "path": ["1682"], "permalink_uri": "https://doi.org/10.18999/ecos.62.4.95", "pubdate": {"attribute_name": "PubDate", "attribute_value": "2015-04-02"}, "publish_date": "2015-04-02", "publish_status": "0", "recid": "19357", "relation": {}, "relation_version_is_last": true, "title": ["マルチファクターモデルを用いた日本市場におけるβアノマリーの検証"], "weko_shared_id": -1}