{"created":"2021-03-01T06:26:50.500880+00:00","id":19357,"links":{},"metadata":{"_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":["659:853:854:1682"]},"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","filename":"inoue.pdf","filesize":[{"value":"1.6 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","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"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2015-04-02"},"publish_date":"2015-04-02","publish_status":"0","recid":"19357","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_creator_id":"17","weko_shared_id":-1},"updated":"2023-11-13T01:14:23.623275+00:00"}