{"created":"2023-06-23T12:12:27.013205+00:00","id":460,"links":{},"metadata":{"_buckets":{"deposit":"79cda06c-c39c-43e3-9912-846ca61549e5"},"_deposit":{"created_by":14,"id":"460","owners":[14],"pid":{"revision_id":0,"type":"depid","value":"460"},"status":"published"},"_oai":{"id":"oai:iuj.repo.nii.ac.jp:00000460","sets":["1"]},"author_link":["660","659","352","353","354","658"],"item_10002_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2011-10-01","bibliographicIssueDateType":"Issued"},"bibliographic_titles":[{},{"bibliographic_title":"Departmental Bulletin Paper","bibliographic_titleLang":"en"}]}]},"item_10002_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"Novy-Marx (2010) finds that momentum is primarily driven by stock performance twelve to seven months prior to portfolio formation in the US market. We examine whether this finding holds in international stock markets. In particular, we investigate whether intermediate horizonpast performance is more dominant than 52-week high momentum strategy and recent pastperformance with individual stock data in international markets. Our results indicate that the intermediate past, recent past, and the 52-week high momentum effects are prevalent in international markets. The intermediate horizon past performance during the last twelve to seven months dominates in most of the markets studied. The 52-week high momentum and the recentpast performance during the last six to two months are highly correlated. However, they are not as important as stock performance during the last twelve to seven months.","subitem_description_type":"Abstract"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Gong, Qiang"}],"nameIdentifiers":[{"nameIdentifier":"658","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Liu, Ming"}],"nameIdentifiers":[{"nameIdentifier":"659","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Liu, Qianqiu"}],"nameIdentifiers":[{"nameIdentifier":"660","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Gong, Qiang","creatorNameLang":"en"}],"nameIdentifiers":[{"nameIdentifier":"352","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Liu, Ming","creatorNameLang":"en"}],"nameIdentifiers":[{"nameIdentifier":"353","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Liu, Qianqiu","creatorNameLang":"en"}],"nameIdentifiers":[{"nameIdentifier":"354","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":"2017-04-14"}],"displaytype":"detail","filename":"EMS_2011_22.pdf","filesize":[{"value":"607.1 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"EMS_2011_22","url":"https://iuj.repo.nii.ac.jp/record/460/files/EMS_2011_22.pdf"},"version_id":"3d193c90-9d21-45ed-9843-d604eef71942"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Momentum","subitem_subject_scheme":"Other"},{"subitem_subject":"52-week High","subitem_subject_scheme":"Other"},{"subitem_subject":"International Stock Markets","subitem_subject_scheme":"Other"},{"subitem_subject":"Momentum","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"52-week High","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"International Stock Markets","subitem_subject_language":"en","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":"Is Momentum Really Momentum? : International Evidence","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Is Momentum Really Momentum? : International Evidence"},{"subitem_title":"Is Momentum Really Momentum? : International Evidence","subitem_title_language":"en"}]},"item_type_id":"10002","owner":"14","path":["1"],"pubdate":{"attribute_name":"公開日","attribute_value":"2011-10-01"},"publish_date":"2011-10-01","publish_status":"0","recid":"460","relation_version_is_last":true,"title":["Is Momentum Really Momentum? : International Evidence"],"weko_creator_id":"14","weko_shared_id":-1},"updated":"2023-06-23T12:30:29.072886+00:00"}