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〈論文〉中国株式市場のハーディング行動―日本市場と比較して―
https://kindai.repo.nii.ac.jp/records/21902
https://kindai.repo.nii.ac.jp/records/219024953efb6-ce42-4870-be74-2d4bd60d1381
名前 / ファイル | ライセンス | アクション |
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AN10437975-20201231-0001.pdf (1.2 MB)
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Item type | ☆紀要論文 / Departmental Bulletin Paper(1) | |||||
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公開日 | 2021-07-08 | |||||
タイトル | ||||||
タイトル | 〈論文〉中国株式市場のハーディング行動―日本市場と比較して― | |||||
タイトル | ||||||
言語 | en | |||||
タイトル | 〈Articles〉Herding behavior in the Chinese stock market -Compared to the Japanese stock market- | |||||
著者 |
桂, 眞一
× 桂, 眞一× 彭, 博 |
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言語 | ||||||
言語 | jpn | |||||
キーワード | ||||||
主題 | ハーディング行動, ボラティリティー, 売買回転率 herding behavior, volatility, trading turnover |
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資源タイプ | ||||||
資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||
資源タイプ | departmental bulletin paper | |||||
著者(英) | ||||||
en | ||||||
Katsura, Shinichi | ||||||
著者(英) | ||||||
en | ||||||
Peng, Bo | ||||||
著者 所属 | ||||||
近畿大学経営学部; 教授 | ||||||
著者 所属 | ||||||
近畿大学大学院商学研究科; 博士後期課程 | ||||||
著者所属(翻訳) | ||||||
Kindai University | ||||||
著者所属(翻訳) | ||||||
Kindai University | ||||||
版 | ||||||
出版タイプ | NA | |||||
出版タイプResource | http://purl.org/coar/version/c_be7fb7dd8ff6fe43 | |||||
出版者 名前 | ||||||
出版者 | 近畿大学商経学会 | |||||
書誌情報 |
商経学叢 en : Shokei-gakuso: Journal of Business Studies 巻 67, 号 2, p. 1-19, 発行日 2020-12-31 |
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ISSN | ||||||
収録物識別子タイプ | ISSN | |||||
収録物識別子 | 04502825 | |||||
抄録 | ||||||
内容記述タイプ | Abstract | |||||
内容記述 | [要旨]本論文では,中国株式市場と日本株式市場に関する最近の動向を調査し,「ハーディング」という観点から両市場を分析した。まず,個別銘柄リターンのマーケットに対する絶対偏差の平均値(CSAD)を通じて中国市場と日本市場それぞれにおけるハーディング行動を分析した。分析の結果,中国個人投資家にハーディング行動が観察され,また,その傾向はマーケット上昇期の方が大きいことが分かった。日本市場ではハーディング行動は見られなかった。また,ボラティリティーに関しては,両市場とも過去変動の大きい銘柄の方がその後のリターンが高いことも確認された。 [Abstract] In this paper, we research the recent trends of Chinese stock market and Japanese stock market, and analyze both markets from the viewpoint of “herding”. First, through the average value (CSAD) of absolute deviations of individual stock returns from the market, we analyzed the herding behaviors in the Chinese and Japanese markets respectively. As a result of analysis, Herding behavior was observed among Chinese individual investors, and it was found that the tendency was greater during the rising market. Harding behavior was not seen in the Japanese market.Regarding volatility, it was also confirmed that in both markets, stocks with large past fluctuations had higher returns thereafter. |
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フォーマット | ||||||
内容記述タイプ | Other | |||||
内容記述 | application/pdf |