{"created":"2023-06-20T16:50:02.359869+00:00","id":22442,"links":{},"metadata":{"_buckets":{"deposit":"644cbaa3-8bbe-48a2-becb-64bc4b731469"},"_deposit":{"created_by":3,"id":"22442","owners":[3],"pid":{"revision_id":0,"type":"depid","value":"22442"},"status":"published"},"_oai":{"id":"oai:kindai.repo.nii.ac.jp:00022442","sets":["14:923:1081:4743"]},"author_link":["38735","38736"],"item_2_biblio_info_21":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2021-12-31","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"2","bibliographicPageEnd":"43","bibliographicPageStart":"21","bibliographicVolumeNumber":"68","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について中国の株式市場における実証分析を日本市場と比較しておこなった。実証分析の結果，PER, 配当利回りに関して，日本市場と中国市場の双方で，強いバリュー株効果が検出された。また，中国市場においては国有企業と民営企業の間に差異があるのかを分析したが，PERに関しては民営企業と同様にバリュー株効果がみられた。また，バリュー株効果について，一時的バリュー効果と構造的バリュー効果に分解し分析をおこなった。PER に関しては一時的バリュー効果が顕著に表れたが，配当利回りに関しては逆に構造的バリューファクターの影響が強く観察された。\n[Abstract] In this paper, we conducted an empirical analysis of the value stock effect as an anomaly in the Chinese stock market in comparison with the Japanese market. As a result of the empirical analysis, strong value stock effects were detected in both the Japanese market and the Chinese market in terms of PER and dividend yield. We also analyzed whether there is a difference between state-owned enterprises and private enterprises in the Chinese market, and found that PER is as valuable as private enterprises. In addition, the value stock effect was analyzed by breaking it down into a temporary value effect and a structural value effect. For PER, the temporary value effect was remarkable, but for dividend yield, on the contrary, the influence of structural factors was strongly observed.","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":"Zhang, Qian"}]},"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":"近畿大学商学研究科; 博士前期課程修了"}]},"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":[{}]},{"creatorNames":[{"creatorName":"張, 遷"}],"nameIdentifiers":[{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2022-03-28"}],"displaytype":"detail","filename":"AN10437975-20211231-0021.pdf","filesize":[{"value":"1.3 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"AN10437975-20211231-0021.pdf","url":"https://kindai.repo.nii.ac.jp/record/22442/files/AN10437975-20211231-0021.pdf"},"version_id":"711cc85b-892a-41e7-a74a-bcab083bbe13"}]},"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":"構造的バリュー効果","subitem_subject_scheme":"Other"},{"subitem_subject":"一時的バリュー効果","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":"Structural Value effect","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Temporary Value 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〉中国株式市場におけるアノマリーに関する実証分析―日本市場と比較して―","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"〈論文〉中国株式市場におけるアノマリーに関する実証分析―日本市場と比較して―"},{"subitem_title":"〈Articles〉Empirical Analysis of Anomalies in the Chinese Stock Market -Compared to the Japanese Stock Market-","subitem_title_language":"en"}]},"item_type_id":"2","owner":"3","path":["4743"],"pubdate":{"attribute_name":"公開日","attribute_value":"2022-03-28"},"publish_date":"2022-03-28","publish_status":"0","recid":"22442","relation_version_is_last":true,"title":["〈論文〉中国株式市場におけるアノマリーに関する実証分析―日本市場と比較して―"],"weko_creator_id":"3","weko_shared_id":3},"updated":"2023-06-20T20:10:44.688645+00:00"}