{"_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"}, "item_7_biblio_info_6": {"attribute_name": "\u66f8\u8a8c\u60c5\u5831", "attribute_value_mlt": [{"bibliographicIssueDates": {"bibliographicIssueDate": "2008-09", "bibliographicIssueDateType": "Issued"}, "bibliographicPageEnd": "202", "bibliographicPageStart": "197", "bibliographicVolumeNumber": "85", "bibliographic_titles": [{"bibliographic_title": "\u65b0\u6f5f\u5927\u5b66\u7d4c\u6e08\u8ad6\u96c6"}, {"bibliographic_title": "\u65b0\u6f5f\u5927\u5b66\u7d4c\u6e08\u8ad6\u96c6", "bibliographic_titleLang": "en"}]}]}, "item_7_description_4": {"attribute_name": "\u6284\u9332", "attribute_value_mlt": [{"subitem_description": "This paper examines the market efficiency of gold future market in Japan. According to Fama \uff081970\uff09, 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": "\u8457\u8005\u5225\u540d", "attribute_value_mlt": [{"nameIdentifiers": [{"nameIdentifier": "158678", "nameIdentifierScheme": "WEKO"}], "names": [{"name": "\u4f0a\u85e4, \u9686\u5eb7"}]}]}, "item_7_publisher_7": {"attribute_name": "\u51fa\u7248\u8005", "attribute_value_mlt": [{"subitem_publisher": "\u65b0\u6f5f\u5927\u5b66\u7d4c\u6e08\u5b66\u4f1a"}]}, "item_7_select_19": {"attribute_name": "\u8457\u8005\u7248\u30d5\u30e9\u30b0", "attribute_value_mlt": [{"subitem_select_item": "publisher"}]}, "item_7_source_id_11": {"attribute_name": "\u66f8\u8a8c\u30ec\u30b3\u30fc\u30c9ID", "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": "\u8457\u8005", "attribute_type": "creator", "attribute_value_mlt": [{"creatorNames": [{"creatorName": "Ito, Takayasu"}], "nameIdentifiers": [{"nameIdentifier": "158677", "nameIdentifierScheme": "WEKO"}]}]}, "item_files": {"attribute_name": "\u30d5\u30a1\u30a4\u30eb\u60c5\u5831", "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": "\u30ad\u30fc\u30ef\u30fc\u30c9", "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": "\u8a00\u8a9e", "attribute_value_mlt": [{"subitem_language": "eng"}]}, "item_resource_type": {"attribute_name": "\u8cc7\u6e90\u30bf\u30a4\u30d7", "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": "\u30bf\u30a4\u30c8\u30eb", "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": ["453/456", "163/164/1432/1452"], "permalink_uri": "http://hdl.handle.net/10191/6641", "pubdate": {"attribute_name": "\u516c\u958b\u65e5", "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}