{"created":"2023-06-20T16:47:50.481634+00:00","id":19607,"links":{},"metadata":{"_buckets":{"deposit":"c33fe5ae-65e2-4a74-90d9-660634b8316e"},"_deposit":{"created_by":3,"id":"19607","owners":[3],"pid":{"revision_id":0,"type":"depid","value":"19607"},"status":"published"},"_oai":{"id":"oai:kindai.repo.nii.ac.jp:00019607","sets":["14:923:1081:4451"]},"author_link":["33315","33316"],"item_2_biblio_info_21":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2018-07-31","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"1","bibliographicPageEnd":"18","bibliographicPageStart":"1","bibliographicVolumeNumber":"65","bibliographic_titles":[{"bibliographic_title":"商経学叢"},{"bibliographic_title":"Shokei-gakuso: Journal of Business Studies","bibliographic_titleLang":"en"}]}]},"item_2_description_33":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"[要旨]本稿では，アノマリーとしてのバリュー株効果，小型株効果，ボラティリティー効果について日本と中国の株式市場における実証検証を試みた。実証検証の結果，日本市場と中国市場の双方で，PBR, PER, 配当利回りに関して，強いバリュー株効果が検出された。また，サイズに関しても強い小型株効果が検出された。ボラティリティー効果に関しては，日本市場では低ボラティリティー株が優位であり，逆に，中国市場では高ボラティリティー株が優位な結果が検出された。\n[Abstract] In this paper, we attempted to verify the value investing effect, the smallcap effect, the volatility effect as an anomaly in the Japanese and Chinese stock markets. As a result of the verification test, a strong value investing effect was detected with respect to PBR, PER and dividend yield in both the Japanese market and the Chinese market. Also, regarding the size, a strong small-cap effect was detected. Regarding the volatility effect, low volatility stocks dominated in the Japanese market, and on the contrary, high-volatility stocks dominated in the Chinese market.","subitem_description_type":"Abstract"}]},"item_2_description_41":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_2_publisher_14":{"attribute_name":"出版者 名前","attribute_value_mlt":[{"subitem_publisher":"近畿大学商経学会"}]},"item_2_source_id_22":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"04502825","subitem_source_identifier_type":"ISSN"}]},"item_2_text_7":{"attribute_name":"著者(英)","attribute_value_mlt":[{"subitem_text_language":"en","subitem_text_value":"Katsura, Shinichi"},{"subitem_text_language":"en","subitem_text_value":"Shi, Jinxia"}]},"item_2_text_8":{"attribute_name":"著者 所属","attribute_value_mlt":[{"subitem_text_value":"近畿大学経営学部; 教授"},{"subitem_text_value":"近畿大学大学院商学研究科; 博士前期課程修了生"}]},"item_2_text_9":{"attribute_name":"著者所属(翻訳)","attribute_value_mlt":[{"subitem_text_value":"Kindai University"},{"subitem_text_value":"Kindai University"}]},"item_2_version_type_12":{"attribute_name":"版","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_be7fb7dd8ff6fe43","subitem_version_type":"NA"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"桂, 眞一"},{"creatorName":"カツラ, シンイチ","creatorNameLang":"ja-Kana"}],"nameIdentifiers":[{"nameIdentifier":"33315","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"石, 金霞"}],"nameIdentifiers":[{"nameIdentifier":"33316","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":"2018-10-10"}],"displaytype":"detail","filename":"AN10437975-20180731-0001.pdf","filesize":[{"value":"1.0 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"AN10437975-20180731-0001.pdf","url":"https://kindai.repo.nii.ac.jp/record/19607/files/AN10437975-20180731-0001.pdf"},"version_id":"19328085-67f3-4755-9ca9-6f58dbb74323"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"アノマリー","subitem_subject_scheme":"Other"},{"subitem_subject":"バリュー株効果","subitem_subject_scheme":"Other"},{"subitem_subject":"小型株効果","subitem_subject_scheme":"Other"},{"subitem_subject":"ボラティリティー効果","subitem_subject_scheme":"Other"},{"subitem_subject":"Anomaly","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Value Investing effect","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Small-cap effect","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Volatility effect","subitem_subject_language":"en","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":"〈論文〉日中株式市場におけるアノマリー ―バリュー株効果，小型株効果，ボラティリティー効果―","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"〈論文〉日中株式市場におけるアノマリー ―バリュー株効果，小型株効果，ボラティリティー効果―"},{"subitem_title":"〈Articles〉The value investing effect, the small-cap effect, the volatility effect as an anomaly in the Japanese and Chinese stock markets","subitem_title_language":"en"}]},"item_type_id":"2","owner":"3","path":["4451"],"pubdate":{"attribute_name":"公開日","attribute_value":"2018-10-10"},"publish_date":"2018-10-10","publish_status":"0","recid":"19607","relation_version_is_last":true,"title":["〈論文〉日中株式市場におけるアノマリー ―バリュー株効果，小型株効果，ボラティリティー効果―"],"weko_creator_id":"3","weko_shared_id":3},"updated":"2023-06-20T20:13:08.518806+00:00"}