{"_buckets": {"deposit": "e45f24a5-cc32-442e-b99d-54fecdac7b2f"}, "_deposit": {"id": "27269", "owners": [], "pid": {"revision_id": 0, "type": "depid", "value": "27269"}, "status": "published"}, "_oai": {"id": "oai:niigata-u.repo.nii.ac.jp:00027269", "sets": ["456", "1452"]}, "item_7_biblio_info_6": {"attribute_name": "書誌情報", "attribute_value_mlt": [{"bibliographicIssueDates": {"bibliographicIssueDate": "2008-09", "bibliographicIssueDateType": "Issued"}, "bibliographicPageEnd": "202", "bibliographicPageStart": "197", "bibliographicVolumeNumber": "85", "bibliographic_titles": [{"bibliographic_title": "新潟大学経済論集"}, {"bibliographic_title": "新潟大学経済論集", "bibliographic_titleLang": "en"}]}]}, "item_7_description_4": {"attribute_name": "抄録", "attribute_value_mlt": [{"subitem_description": "This paper examines the market efficiency of gold future market in Japan. According to Fama （1970）, there are three forms of market efficiency tests. They are weak form, semi-strong form and strong form. This paper investigates weak form of market efficiency. Cointegration test is conducted to avoid a problem of spurious regression caused by a non-stationarity of future prices and spot prices. Gold future prices and spot prices are in the long run equilibrium, but they are not in a relationship of one to one. From the results of empirical analysis, the conclusion can be made that gold future market is not efficient in Japan.", "subitem_description_type": "Abstract"}]}, "item_7_full_name_3": {"attribute_name": "著者別名", "attribute_value_mlt": [{"nameIdentifiers": [{"nameIdentifier": "158678", "nameIdentifierScheme": "WEKO"}], "names": [{"name": "伊藤, 隆康"}]}]}, "item_7_publisher_7": {"attribute_name": "出版者", "attribute_value_mlt": [{"subitem_publisher": "新潟大学経済学会"}]}, "item_7_select_19": {"attribute_name": "著者版フラグ", "attribute_value_mlt": [{"subitem_select_item": "publisher"}]}, "item_7_source_id_11": {"attribute_name": "書誌レコードID", "attribute_value_mlt": [{"subitem_source_identifier": "AN00183269", "subitem_source_identifier_type": "NCID"}]}, "item_7_source_id_9": {"attribute_name": "ISSN", "attribute_value_mlt": [{"subitem_source_identifier": "02861569", "subitem_source_identifier_type": "ISSN"}]}, "item_creator": {"attribute_name": "著者", "attribute_type": "creator", "attribute_value_mlt": [{"creatorNames": [{"creatorName": "Ito, Takayasu"}], "nameIdentifiers": [{"nameIdentifier": "158677", "nameIdentifierScheme": "WEKO"}]}]}, "item_files": {"attribute_name": "ファイル情報", "attribute_type": "file", "attribute_value_mlt": [{"accessrole": "open_date", "date": [{"dateType": "Available", "dateValue": "2019-08-20"}], "displaytype": "detail", "download_preview_message": "", "file_order": 0, "filename": "85_197-202.pdf", "filesize": [{"value": "809.3 kB"}], "format": "application/pdf", "future_date_message": "", "is_thumbnail": false, "licensetype": "license_free", "mimetype": "application/pdf", "size": 809300.0, "url": {"label": "85_197-202.pdf", "url": "https://niigata-u.repo.nii.ac.jp/record/27269/files/85_197-202.pdf"}, "version_id": "a22c7f35-627f-45ab-b870-91924f3f98a3"}]}, "item_keyword": {"attribute_name": "キーワード", "attribute_value_mlt": [{"subitem_subject": "Market Efficiency", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Gold Future", "subitem_subject_scheme": "Other"}, {"subitem_subject": "Cointegration", "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": "departmental bulletin paper", "resourceuri": "http://purl.org/coar/resource_type/c_6501"}]}, "item_title": "The Efficiency Test of Gold Future Market in Japan", "item_titles": {"attribute_name": "タイトル", "attribute_value_mlt": [{"subitem_title": "The Efficiency Test of Gold Future Market in Japan"}, {"subitem_title": "The Efficiency Test of Gold Future Market in Japan", "subitem_title_language": "en"}]}, "item_type_id": "7", "owner": "1", "path": ["456", "1452"], "permalink_uri": "http://hdl.handle.net/10191/6641", "pubdate": {"attribute_name": "公開日", "attribute_value": "2008-10-30"}, "publish_date": "2008-10-30", "publish_status": "0", "recid": "27269", "relation": {}, "relation_version_is_last": true, "title": ["The Efficiency Test of Gold Future Market in Japan"], "weko_shared_id": null}