{"created":"2023-07-27T07:30:43.630350+00:00","id":1482,"links":{},"metadata":{"_buckets":{"deposit":"4ef92b92-f401-472f-ab2a-6d710852b8ca"},"_deposit":{"created_by":21,"id":"1482","owners":[21],"pid":{"revision_id":0,"type":"depid","value":"1482"},"status":"published"},"_oai":{"id":"oai:doshisha.repo.nii.ac.jp:00001482","sets":["4151:8699:4185:4186","4251:7158:7202:8771:7203"]},"author_link":["3250"],"item_1693813220986":{"attribute_name":"出版タイプ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_1694497428290":{"attribute_name":"学位名","attribute_value_mlt":[{"subitem_degreename":"博士(文化情報学)","subitem_degreename_language":"ja"}]},"item_1694497507610":{"attribute_name":"学位名（英）","attribute_value_mlt":[{"subitem_degreename":"Doctor of Culture and Information Science","subitem_degreename_language":"en"}]},"item_1694497573527":{"attribute_name":"学位授与機関","attribute_value_mlt":[{"subitem_degreegrantor":[{"subitem_degreegrantor_language":"ja","subitem_degreegrantor_name":"同志社大学"},{"subitem_degreegrantor_language":"en","subitem_degreegrantor_name":"Doshisha University"}],"subitem_degreegrantor_identifier":[{"subitem_degreegrantor_identifier_name":"34310","subitem_degreegrantor_identifier_scheme":"kakenhi"}]}]},"item_3_alternative_title_2":{"attribute_name":"その他（別言語等）のタイトル","attribute_value_mlt":[{"subitem_alternative_title":"資産価格モデルにおけるプロフィット効果のパフォーマンス：中国と日本の株式市場に関する実証分析","subitem_alternative_title_language":"ja"},{"subitem_alternative_title":"シサン カカク モデル ニオケル プロフィット コウカ ノ パフォーマンス : チュウゴク ト ニホン ノ カブシキ シジョウ ニカンスル ジッショウ ブンセキ","subitem_alternative_title_language":"ja-Kana"}]},"item_3_date_granted_27":{"attribute_name":"学位授与年月日","attribute_value_mlt":[{"subitem_dategranted":"2018-09-20"}]},"item_3_description_12":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"We derive and test a series of profitability factors for cross-section of expected returns on Japanese and Chinese equity markets. We find gross profitability predicts returns and significant both on Japanese and Chinese equity markets. We test these factors using Fama-MacBeth regression and find gross profitability and value portfolios perform better in Japan, size and gross profitability portfolios perform better in China. Then we create new three-factor model based on the result of 5*5 portfolios, which capture value and gross profitability premium in Japan, and, size and gross profitability premium in China. And the new models' GRS test performs better than Fama-French-three-factor model at the 5% significance level.","subitem_description_language":"en","subitem_description_type":"Abstract"}]},"item_3_description_18":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_3_dissertation_number_28":{"attribute_name":"学位授与番号","attribute_value_mlt":[{"subitem_dissertationnumber":"甲第965号"}]},"item_3_identifier_registration":{"attribute_name":"ID登録","attribute_value_mlt":[{"subitem_identifier_reg_text":"10.14988/di.2019.0000000177","subitem_identifier_reg_type":"JaLC"}]},"item_3_relation_16":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_relation_type_id":{"subitem_relation_type_id_text":"BB27845448","subitem_relation_type_select":"NCID"}}]},"item_3_relation_17":{"attribute_name":"関連サイト","attribute_value_mlt":[{"subitem_relation_name":[{"subitem_relation_name_language":"ja","subitem_relation_name_text":"掲載刊行物所蔵情報へのリンク ／ Link to Contents"}],"subitem_relation_type":"isFormatOf","subitem_relation_type_id":{"subitem_relation_type_id_text":"https://doors.doshisha.ac.jp/opac/opac_link/bibid/BB13081484/?lang=0","subitem_relation_type_select":"URI"}}]},"item_3_text_8":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_language":"ja","subitem_text_value":"文化情報学研究科"}]},"item_3_text_9":{"attribute_name":"著者所属（英）","attribute_value_mlt":[{"subitem_text_language":"en","subitem_text_value":"Graduate School of Culture and Information Science"}]},"item_access_right":{"attribute_name":"アクセス権","attribute_value_mlt":[{"subitem_access_right":"open access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_abf2"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"劉, 東","creatorNameLang":"ja"},{"creatorName":"リュウ, トウ","creatorNameLang":"ja-Kana"},{"creatorName":"Liu, Dong","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":"2018-10-10"}],"displaytype":"detail","filename":"k965.pdf","filesize":[{"value":"250.4 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"要旨/abstaract","objectType":"abstract","url":"https://doshisha.repo.nii.ac.jp/record/1482/files/k965.pdf"},"version_id":"6ee10183-bbf6-404e-a275-b0f1ba91d4ae"},{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2019-07-26"}],"displaytype":"detail","filename":"zk965.pdf","filesize":[{"value":"414.1 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"zk965.pdf","objectType":"fulltext","url":"https://doshisha.repo.nii.ac.jp/record/1482/files/zk965.pdf"},"version_id":"ce1d4119-bb53-4a17-9770-715456c5c150"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"プロフィット","subitem_subject_language":"ja","subitem_subject_scheme":"Other"},{"subitem_subject":"期待リターン","subitem_subject_language":"ja","subitem_subject_scheme":"Other"},{"subitem_subject":"資産価格モデル","subitem_subject_language":"ja","subitem_subject_scheme":"Other"},{"subitem_subject":"中国","subitem_subject_language":"ja","subitem_subject_scheme":"Other"},{"subitem_subject":"日本","subitem_subject_language":"ja","subitem_subject_scheme":"Other"},{"subitem_subject":"profit","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"expected return","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"asset pricing model","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"China","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Japan","subitem_subject_language":"en","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"doctoral thesis","resourceuri":"http://purl.org/coar/resource_type/c_db06"}]},"item_title":"The profitability effect in asset pricing model performance : an empirical study on Chinese and Japanese equity market","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"The profitability effect in asset pricing model performance : an empirical study on Chinese and Japanese equity market","subitem_title_language":"en"}]},"item_type_id":"3","owner":"21","path":["4186","7203"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2018-10-12"},"publish_date":"2018-10-12","publish_status":"0","recid":"1482","relation_version_is_last":true,"title":["The profitability effect in asset pricing model performance : an empirical study on Chinese and Japanese equity market"],"weko_creator_id":"21","weko_shared_id":-1},"updated":"2023-12-18T07:59:02.109682+00:00"}