{"created":"2023-06-23T12:12:54.937024+00:00","id":959,"links":{},"metadata":{"_buckets":{"deposit":"84534ccc-62fd-4367-af32-2c35e37ee48e"},"_deposit":{"created_by":14,"id":"959","owners":[14],"pid":{"revision_id":0,"type":"depid","value":"959"},"status":"published"},"_oai":{"id":"oai:iuj.repo.nii.ac.jp:00000959","sets":["1"]},"author_link":["1030","1029"],"item_10002_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2021-02","bibliographicIssueDateType":"Issued"},"bibliographic_titles":[{"bibliographic_title":"Economics & Management Series "},{"bibliographic_title":"Economics & Management Series ","bibliographic_titleLang":"en"}]}]},"item_10002_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"We find high momentum stocks with preserving substantial \\fundamental value\" are more likely to rebound after unexpected financial shocks. The portfolio test show that our proposed investment strategy can inherit more portfolio downside risk, especially the momentum crash during turbulent times.\n","subitem_description_type":"Abstract"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Hongwei, Chuang"}],"nameIdentifiers":[{"nameIdentifier":"1029","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Hongwei, Chuang","creatorNameLang":"en"}],"nameIdentifiers":[{"nameIdentifier":"1030","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":"2023-06-08"}],"displaytype":"detail","filename":"EMS_2021_02.pdf","filesize":[{"value":"543.4 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"EMS_2021_02","url":"https://iuj.repo.nii.ac.jp/record/959/files/EMS_2021_02.pdf"},"version_id":"fdb6db02-fd40-461e-bfa1-f0c0cd8b779e"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Momentum","subitem_subject_scheme":"Other"},{"subitem_subject":"Financial Crisis","subitem_subject_scheme":"Other"},{"subitem_subject":"Fama-French Factors","subitem_subject_scheme":"Other"},{"subitem_subject":"Systemic Risk","subitem_subject_scheme":"Other"},{"subitem_subject":"Momentum","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Financial Crisis","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Fama-French Factors","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Systemic Risk","subitem_subject_language":"en","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":"Momentum Has Its Own Values","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Momentum Has Its Own Values"},{"subitem_title":"Momentum Has Its Own Values","subitem_title_language":"en"}]},"item_type_id":"10002","owner":"14","path":["1"],"pubdate":{"attribute_name":"公開日","attribute_value":"2021-02-22"},"publish_date":"2021-02-22","publish_status":"0","recid":"959","relation_version_is_last":true,"title":["Momentum Has Its Own Values"],"weko_creator_id":"14","weko_shared_id":-1},"updated":"2023-06-23T12:16:05.454467+00:00"}