DSpace コレクション: 2016-12-20
http://hdl.handle.net/11149/1875
2016-12-202024-03-29T14:39:22ZEU における地域経済格差と文化の関連性
http://hdl.handle.net/11149/1878
タイトル: EU における地域経済格差と文化の関連性
著者: 竹添, 友志; 大野, 早苗
内容記述: JEL Classification Codes:Z1, F6, O1; 研究ノート2016-12-19T15:00:00ZExcess comovement and investor attention in the Japanese stock market
http://hdl.handle.net/11149/1877
タイトル: Excess comovement and investor attention in the Japanese stock market
著者: TOKUNAGA, Toshifumi; YAMAMOTO, Rei
抄録: We investigate the monthly excess comovement of three groups categorized by two industry classifications from 1985 to 2013 . Defining excess comovement as a correlation between two stocks beyond what would be justified by the Fama-French three factor model, we find that 42 % of excess comovement for the group of stocks within the same sectors in the 33 sector classification can be explained by some variables, including the attention measurement, short-term interest rate, market liquidity, market-wide uncertainty, and information heterogeneity. Results support the hypothesis that excess comovement among stocks within the same sectors correlates positively with the corresponding investor attention.
内容記述: JEL Classifications: D82, G12, G142016-12-19T15:00:00Z地方自治体の政策運営の状況に関する分析 : 自治体アンケートによる定量的把握
http://hdl.handle.net/11149/1876
タイトル: 地方自治体の政策運営の状況に関する分析 : 自治体アンケートによる定量的把握
著者: 岩田, 和之; 田中, 健太; 広田, 啓朗
内容記述: JEL Classification Codes:H79, H112016-12-19T15:00:00Z