{"created":"2023-07-25T10:33:36.489820+00:00","id":7980,"links":{},"metadata":{"_buckets":{"deposit":"90f659f0-9cff-423b-a62b-deeac42da0aa"},"_deposit":{"created_by":1,"id":"7980","owners":[1],"pid":{"revision_id":0,"type":"depid","value":"7980"},"status":"published"},"_oai":{"id":"oai:senshu-u.repo.nii.ac.jp:00007980","sets":["27:32:861:903:917"]},"author_link":["1952"],"item_10002_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2010-03-01","bibliographicIssueDateType":"Issued"},"bibliographicPageEnd":"34","bibliographicPageStart":"1","bibliographicVolumeNumber":"30","bibliographic_titles":[{"bibliographic_title":"情報科学研究"}]}]},"item_10002_creator_2":{"attribute_name":"作成者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"石鎚, 英也"}],"nameIdentifiers":[{},{}]}]},"item_10002_description_25":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"It is widely known that various anomalies and stylized facts go with stock prices. Volatility clustering and calendar effects in price time series are well-known examples. Some traders take advantage of such market distortions to increase their profits or reduce the risks of trading. Pairs trading is one of their practical and typical ways. In this paper, time-series data of stock prices in the first section of the Tokyo Stock Exchange are investigated, and risks in and rewards for pairs trading is evaluated through computer simulation.","subitem_description_type":"Other"}]},"item_10002_identifier_registration":{"attribute_name":"ID登録","attribute_value_mlt":[{"subitem_identifier_reg_text":"10.34360/00007974","subitem_identifier_reg_type":"JaLC"}]},"item_10002_publisher_26":{"attribute_name":"公開者","attribute_value_mlt":[{"subitem_publisher":"専修大学情報科学研究所"}]},"item_10002_source_id_28":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"0286-6048","subitem_source_identifier_type":"ISSN"}]},"item_10002_source_id_29":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN00231758","subitem_source_identifier_type":"NCID"}]},"item_10002_title_1":{"attribute_name":"別言語のタイトル(英)","attribute_value_mlt":[{"subitem_title":"How Pairs Trading Works in the Japanese Stock Market"}]},"item_10002_version_type_20":{"attribute_name":"出版タイプ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_be7fb7dd8ff6fe43","subitem_version_type":"NA"}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2014-11-18"}],"displaytype":"detail","filename":"3092_0030_04.pdf","filesize":[{"value":"2.3 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"3092_0030_04.pdf","url":"https://senshu-u.repo.nii.ac.jp/record/7980/files/3092_0030_04.pdf"},"version_id":"a7e8ee6d-7009-40b6-b308-207114ffc774"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"統計的裁定","subitem_subject_scheme":"Other"},{"subitem_subject":"ペア･トレード","subitem_subject_scheme":"Other"},{"subitem_subject":"シミュレーション","subitem_subject_scheme":"Other"},{"subitem_subject":"共和分","subitem_subject_scheme":"Other"},{"subitem_subject":"Hideya","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Ishizuchi","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Statistical Arbitrage","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Pairs Trading","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Simulation","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Cointegration","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":"株式売買における統計的裁定のパフォーマンス","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"株式売買における統計的裁定のパフォーマンス"}]},"item_type_id":"10002","owner":"1","path":["917"],"pubdate":{"attribute_name":"公開日","attribute_value":"2014-11-18"},"publish_date":"2014-11-18","publish_status":"0","recid":"7980","relation_version_is_last":true,"title":["株式売買における統計的裁定のパフォーマンス"],"weko_creator_id":"1","weko_shared_id":-1},"updated":"2023-07-25T12:31:40.329245+00:00"}