{"created":"2024-04-16T07:39:23.432565+00:00","id":2000115,"links":{},"metadata":{"_buckets":{"deposit":"8ab3cad9-d530-42f0-af28-4c478c4a5cc2"},"_deposit":{"created_by":14,"id":"2000115","owner":"14","owners":[14],"pid":{"revision_id":0,"type":"depid","value":"2000115"},"status":"published"},"_oai":{"id":"oai:kitakyu.repo.nii.ac.jp:02000115","sets":["12:2:1713252940296"]},"author_link":[],"control_number":"2000115","item_10002_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2023-12","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"1・2合併号","bibliographicPageEnd":"41","bibliographicPageStart":"17","bibliographicVolumeNumber":"58","bibliographic_titles":[{"bibliographic_title":"北九州市立大学商経論集","bibliographic_titleLang":"ja"}]}]},"item_10002_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"我々は,株式市場における投資家の売買取引の回数に着目し,それらがポアソン分布に従うことを仮定したモデルについて考察した.特に,日ごとの売買取引の回数がパンデミック前後で変化したか否かと,変化した場合の構造変化点について検討した.航空業界に属するANA Holdingsを対象に分析を行った結果,次のことが明らかになった.パンデミックの前後を含む機関において,日ごとの売買取引の回数に関して,構造変化が起こっている.その構造変化が起きたのは,緊急事態宣言が出された2020年1月30日よりも後の時点の,2020年2月21日である.2020年2月21日の直後の期間は,市場全体では株価が低迷している時期であり,航空業界では中国便の運休,国内線の減便といった事象が発生している.本稿の分析結果は,ANA Holdingsにおいて,新型コロナウイルスの感染拡大に起因し,日ごとの売買取引の回数に構造変化が起こったことを示唆している.","subitem_description_language":"ja","subitem_description_type":"Abstract"}]},"item_10002_publisher_8":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"北九州市立大学経済学会","subitem_publisher_language":"ja"}]},"item_10002_source_id_11":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA11572872","subitem_source_identifier_type":"NCID"}]},"item_10002_source_id_9":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"13472623","subitem_source_identifier_type":"PISSN"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"村原　英樹","creatorNameLang":"ja"}]},{"creatorNames":[{"creatorName":"森脇　敏雄","creatorNameLang":"ja"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_access","date":[{"dateType":"Available","dateValue":"2024-04-16"}],"filename":"(SR005812MH,MT)村原英樹、森脇敏雄.pdf","filesize":[{"value":"3 MB"}],"format":"application/pdf","mimetype":"application/pdf","url":{"url":"https://kitakyu.repo.nii.ac.jp/record/2000115/files/(SR005812MH,MT)村原英樹、森脇敏雄.pdf"},"version_id":"669c112d-c1dc-45d7-bf6e-3e91ac7c1bfd"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"マルコフ連鎖モンテカルロ法|ギブスサンプリング法","subitem_subject_language":"ja","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":"ギブスサンプリング法を用いた構造変化に関する分析：パンデミック前後における投資家の売買取引への適用","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"ギブスサンプリング法を用いた構造変化に関する分析：パンデミック前後における投資家の売買取引への適用","subitem_title_language":"ja"},{"subitem_title":"An Analysis of Structural Change Using the Gibbs Sampling Method : Application to Investors' Trading around the Pandemic","subitem_title_language":"en"}]},"item_type_id":"10002","owner":"14","path":["1713252940296"],"pubdate":{"attribute_name":"PubDate","attribute_value":"2024-04-16"},"publish_date":"2024-04-16","publish_status":"0","recid":"2000115","relation_version_is_last":true,"title":["ギブスサンプリング法を用いた構造変化に関する分析：パンデミック前後における投資家の売買取引への適用"],"weko_creator_id":"14","weko_shared_id":-1},"updated":"2024-04-24T05:29:29.518323+00:00"}