{"created":"2021-03-01T07:02:52.736468+00:00","id":42925,"links":{},"metadata":{"_buckets":{"deposit":"3642090a-ae10-405e-9ab8-36f2655bcfd2"},"_deposit":{"id":"42925","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42925"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042925","sets":["62:7433:7437","9:7435:7436"]},"item_8_alternative_title_1":{"attribute_name":"その他のタイトル","attribute_value_mlt":[{"subitem_alternative_title":"Earning Forecasts, Earning Surprises and the Value Anomaly"}]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2001-02","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"CJ-42","bibliographic_titles":[{"bibliographic_title":"Discussion paper series. CIRJE-J"}]}]},"item_8_description_13":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_8_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"この研究の目的は，市場の過剰反応説によってどの程度バリュー株効果を説明できるかについて，日本の株式市場を対象に検討することである．本研究では，アナリストのコンセンサス予想に基づいて計算した市場のサプライズの符号と大きさで，市場の過剰反応をとらえる．この場合，バリュー株効果に対するもっとも直接的な解釈は，ファンダメンタルズを過小評価されがちなバリュー株は，業績サプライズがプラス方向に大きく出る傾向があり，その結果リターンは平均的に高くなる，というものである．もう一つの解釈は，バリュー株はポジティブ・サプライズに強く反応し，その結果平均的なリターンが高くなるというものである．バリュー株効果に対する業績サプライズの説明力は上記いずれの解釈についても限定的で，バリュー株効果についてはそれ以外に説明要因（リスク要因）があるはずというのが，分析から得られた結論である．論文末尾では，アナリスト予想から計算した株主価値推計値への株価のさや寄せ行動について，過剰反応説とは別個の市場非効率性仮説と捉えて説明する．","subitem_description_type":"Abstract"}]},"item_8_description_6":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"笹井, 浅野編. 資産運用の最先端理論. 日本経済新聞社, 2002, p. 93-125.","subitem_description_type":"Other"},{"subitem_description":"本文フィルはリンク先を参照のこと","subitem_description_type":"Other"}]},"item_8_full_name_3":{"attribute_name":"著者別名","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"98715","nameIdentifierScheme":"WEKO"}],"names":[{"name":"Watabe, Hajime"}]},{"nameIdentifiers":[{"nameIdentifier":"98716","nameIdentifierScheme":"WEKO"}],"names":[{"name":"Kobayashi, Takao"}]}]},"item_8_publisher_20":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"日本経済国際共同センター"}]},"item_8_relation_25":{"attribute_name":"関係URI","attribute_value_mlt":[{"subitem_relation_type_id":{"subitem_relation_type_id_text":"http://www.cirje.e.u-tokyo.ac.jp/research/dp/2001/2001cj42.pdf","subitem_relation_type_select":"URI"}}]},"item_8_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA11451834","subitem_source_identifier_type":"NCID"}]},"item_8_subject_15":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"330","subitem_subject_scheme":"NDC"}]},"item_8_text_21":{"attribute_name":"出版者別名","attribute_value_mlt":[{"subitem_text_value":"Center for International Research on the Japanese Economy"}]},"item_8_text_4":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"日経QUICK情報（株）金融工学部"},{"subitem_text_value":"東京大学大学院経済学研究科"}]},"item_access_right":{"attribute_name":"アクセス権","attribute_value_mlt":[{"subitem_access_right":"metadata only access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_14cb"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"渡部, 肇"}],"nameIdentifiers":[{"nameIdentifier":"98713","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"小林, 孝雄"}],"nameIdentifiers":[{"nameIdentifier":"98714","nameIdentifierScheme":"WEKO"}]}]},"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":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"業績予想、業績サプライズとバリュー株効果","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"業績予想、業績サプライズとバリュー株効果"}]},"item_type_id":"8","owner":"1","path":["7436","7437"],"pubdate":{"attribute_name":"公開日","attribute_value":"2017-01-17"},"publish_date":"2017-01-17","publish_status":"0","recid":"42925","relation_version_is_last":true,"title":["業績予想、業績サプライズとバリュー株効果"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:17:02.581893+00:00"}