http://hdl.handle.net/11149/1875 2016-12-20 2026-04-24T21:28:35Z 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 2016-12-19T15:00:00Z 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, G14 2016-12-19T15:00:00Z 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, H11 2016-12-19T15:00:00Z