{"created":"2021-03-01T06:32:56.984796+00:00","id":27269,"links":{},"metadata":{"_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","filename":"85_197-202.pdf","filesize":[{"value":"809.3 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","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"],"pubdate":{"attribute_name":"\u516c\u958b\u65e5","attribute_value":"2008-10-30"},"publish_date":"2008-10-30","publish_status":"0","recid":"27269","relation_version_is_last":true,"title":["The Efficiency Test of Gold Future Market in Japan"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2021-03-01T11:28:51.611724+00:00"}