{"created":"2023-05-15T08:42:17.427807+00:00","id":6997,"links":{},"metadata":{"_buckets":{"deposit":"228476c9-bb4f-4d01-901f-f1ab46baea10"},"_deposit":{"created_by":3,"id":"6997","owners":[3],"pid":{"revision_id":0,"type":"depid","value":"6997"},"status":"published"},"_oai":{"id":"oai:uec.repo.nii.ac.jp:00006997","sets":["7:53"]},"author_link":["16723","16724"],"control_number":"6997","item_10002_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2005-01-31","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"1-2","bibliographicPageEnd":"32","bibliographicPageStart":"21","bibliographicVolumeNumber":"17","bibliographic_titles":[{"bibliographic_title":"電気通信大学紀要","bibliographic_titleLang":"ja"}]}]},"item_10002_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"In this article, we examine whether bad news on a company impacts on the correlations betweenthe equity return of the company and those of other companies based on the Japanese equity datain 1997, when some of major financial institutions bankrupted. We define \"contagion\" or \"exclusion\" as a significant increase or decrease, respectively, in the correlation after the announcement of thebad news. Our major findings are (1) whether the effect of the bad news is \"contagion\" or \"exclusion\" basically depends upon the nature of the bad news, (2) heteroskedasticity in thecorrelation has some influence on the identification of the bad news effect and it is important toadjust the heteroskedasticity in the correlation to correctly identify the effect.","subitem_description_type":"Abstract"}]},"item_10002_publisher_8":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"電気通信大学"}]},"item_10002_source_id_9":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"0915-0935","subitem_source_identifier_type":"ISSN"}]},"item_10002_version_type_20":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"佐々木, 豊史","creatorNameLang":"ja"},{"creatorName":"ササキ, トヨフミ","creatorNameLang":"ja-Kana"},{"creatorName":"Sasaki, Toyofumi","creatorNameLang":"en"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"宮崎, 浩一","creatorNameLang":"ja"},{"creatorName":"ミヤザキ, コウイチ","creatorNameLang":"ja-Kana"},{"creatorName":"Miyazaki, Koichi","creatorNameLang":"en"}],"nameIdentifiers":[{},{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2016-11-01"}],"displaytype":"detail","filename":"9000000160.pdf","filesize":[{"value":"167.6 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"9000000160.pdf","url":"https://uec.repo.nii.ac.jp/record/6997/files/9000000160.pdf"},"version_id":"f56402f0-d482-4e88-9378-4b27e8ce2bf4"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Japanese stock market","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Bad news","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Heteroskedasticity","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Correlation coefficient","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Contagion","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Exclusion","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":"“伝染”或いは“除外”？ : 日本株式市場におけるバッドニュースの影響","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"“伝染”或いは“除外”？ : 日本株式市場におけるバッドニュースの影響","subitem_title_language":"ja"},{"subitem_title":"\"Contagion\" or \"Exclusion\"? : Influence of the bad news in Japanese stock market","subitem_title_language":"en"}]},"item_type_id":"10002","owner":"3","path":["53"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2010-02-16"},"publish_date":"2010-02-16","publish_status":"0","recid":"6997","relation_version_is_last":true,"title":["“伝染”或いは“除外”？ : 日本株式市場におけるバッドニュースの影響"],"weko_creator_id":"3","weko_shared_id":-1},"updated":"2024-02-27T07:25:17.105216+00:00"}