{"created":"2023-05-15T12:18:50.813950+00:00","id":8907,"links":{},"metadata":{"_buckets":{"deposit":"2fdae36a-29ef-46cb-9239-549b2c98b77a"},"_deposit":{"created_by":1,"id":"8907","owners":[1],"pid":{"revision_id":0,"type":"depid","value":"8907"},"status":"published"},"_oai":{"id":"oai:kansai-u.repo.nii.ac.jp:00008907","sets":["528:1287:1304:1323"]},"author_link":["17704","17706","17703","17705"],"item_10_alternative_title_20":{"attribute_name":"その他のタイトル","attribute_value_mlt":[{"subitem_alternative_title":"On the Effects of Market Making System on the Liquidity in Japanese Stock Market"}]},"item_10_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2005-04-25","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"1","bibliographicPageEnd":"111","bibliographicPageStart":"99","bibliographicVolumeNumber":"50","bibliographic_titles":[{"bibliographic_title":"關西大學商學論集"}]}]},"item_10_description_4":{"attribute_name":"概要","attribute_value_mlt":[{"subitem_description":"本研究は,ジャスダック市場に流動性向上を目的に導入されたマーケットメイク(MM)制度が,株式の流動性にどのような影響を与えたのか分析したものである。まずMM銘柄選定前後の日次ベースでの修正MI係数の平均を求め,その数値を比較して分析し,また検定統計量を求め,有意水準5%で統計分析した。その結果,全対象銘柄中7割の銘柄で流動性が向上したと評価できるという結論が出た。一方で,分析対象銘柄中2割の銘柄で,5%水準で有意に流動性が低下したという結果が出た。これらから,MM制度導入は必ずしも全ての銘柄で流動性が向上するわけではないということが分かった。ジャズダックは2004年10月に取引所へ移行し,MM制度を売買の中心に据えて市場の特色を打ち出すことを方針としていることから,MM制度の更なる改革が望まれる。","subitem_description_type":"Other"}]},"item_10_full_name_3":{"attribute_name":"著者別名","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"17705","nameIdentifierScheme":"WEKO"}],"names":[{"name":"Sotojima, Kenji"}]},{"nameIdentifiers":[{"nameIdentifier":"17706","nameIdentifierScheme":"WEKO"}],"names":[{"name":"Takaya, Sadayoshi"}]}]},"item_10_publisher_34":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"關西大學商學會"}]},"item_10_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN00047023","subitem_source_identifier_type":"NCID"}]},"item_10_source_id_8":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"04513401","subitem_source_identifier_type":"ISSN"}]},"item_10_version_type_17":{"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":"外島, 健嗣"}],"nameIdentifiers":[{"nameIdentifier":"17703","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"高屋, 定美"}],"nameIdentifiers":[{"nameIdentifier":"17704","nameIdentifierScheme":"WEKO"},{"nameIdentifier":"60236362","nameIdentifierScheme":"e-Rad","nameIdentifierURI":"https://nrid.nii.ac.jp/ja/nrid/1000060236362"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2019-05-22"}],"displaytype":"detail","filename":"KU-1100SR-20050425-08.pdf","filesize":[{"value":"677.8 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"KU-1100SR-20050425-08.pdf","url":"https://kansai-u.repo.nii.ac.jp/record/8907/files/KU-1100SR-20050425-08.pdf"},"version_id":"efa425f0-df90-471e-85a6-50a78978bc38"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"マーケットメイク制","subitem_subject_scheme":"Other"},{"subitem_subject":"ジャスダック市場","subitem_subject_scheme":"Other"},{"subitem_subject":"MI係数","subitem_subject_scheme":"Other"},{"subitem_subject":"関西大学商学論集","subitem_subject_scheme":"Other"},{"subitem_subject":"関西大学","subitem_subject_scheme":"Other"},{"subitem_subject":"Kansai University","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":"マーケットメイク制度導入が株式流動性に与える影響 : 制度導入初期の実証分析","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"マーケットメイク制度導入が株式流動性に与える影響 : 制度導入初期の実証分析"}]},"item_type_id":"10","owner":"1","path":["1323"],"pubdate":{"attribute_name":"公開日","attribute_value":"2011-08-22"},"publish_date":"2011-08-22","publish_status":"0","recid":"8907","relation_version_is_last":true,"title":["マーケットメイク制度導入が株式流動性に与える影響 : 制度導入初期の実証分析"],"weko_creator_id":"1","weko_shared_id":1},"updated":"2023-05-15T15:56:50.462346+00:00"}