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Investor Behavior and Financial Markets

Research Project

Project/Area Number 18530242
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Public finance/Monetary economics
Research InstitutionAoyama Gakuin University

Principal Investigator

KAMESAKA Akiko  Aoyama Gakuin University, 経営学部, 教授 (70276666)

Project Period (FY) 2006 – 2010
Project Status Completed (Fiscal Year 2010)
Budget Amount *help
¥4,020,000 (Direct Cost: ¥3,300,000、Indirect Cost: ¥720,000)
Fiscal Year 2009: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2008: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2007: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2006: ¥900,000 (Direct Cost: ¥900,000)
Keywords金融 / 金融市場 / 証券市場 / 投資家行動 / ファイナンス / 行動経済学 / 金融論 / 行動ファイナンス
Research Abstract

During my research period, one of my paper entitled "Monthly Anomalies of the Stock Trades of Foreign Investors, Domestic Institutional Investors and Individual Investors" is awarded from Japan Financial Planning Association. One of my paper on Chinese stock market is accepted from an international journal, and a related paper will be resubmitted to another international journal under the editor's suggestion. Most recent output of my research is introduced in the Nikkei newspaper's article "keizai kyoushitsu."

Report

(6 results)
  • 2010 Final Research Report ( PDF )
  • 2009 Annual Research Report
  • 2008 Annual Research Report   Self-evaluation Report ( PDF )
  • 2007 Annual Research Report
  • 2006 Annual Research Report
  • Research Products

    (26 results)

All 2010 2009 2008 2007 2006 Other

All Journal Article (10 results) (of which Peer Reviewed: 2 results) Presentation (10 results) Book (3 results) Remarks (3 results)

  • [Journal Article] The Impact of Daily Return Limit and Segmented Clientele on Stock Returns in China2010

    • Author(s)
      Akiko Kamesaka, Xiaoyan Yu, Haim Kedar-Levy, Uri Ben-Zion
    • Journal Title

      International Review of Financial Analysis (行予定(採択済))

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] Tough Love and Discounting: Empirical Evidence2010

    • Author(s)
      Charles Horioka, Akiko Kamesaka, Kohei Kubota, Masao Ogaki, Fumio Ohtake
    • Journal Title

      Journal of Behavioral Economics and Finance 3,16

      Pages: 1-7

    • Related Report
      2010 Final Research Report
  • [Journal Article] Tough Love and Discounting : Empirical Evidence2010

    • Author(s)
      Horioka, Kamesaka, Kubota, Ogaki, Ohtake
    • Journal Title

      Journal of Behavioral Economics and Finance Vol.3 No.16

      Pages: 1-7

    • Related Report
      2009 Annual Research Report
  • [Journal Article] Efficiency and Day-of-the-Week Patterns in Chinese Stock Markets2008

    • Author(s)
      Akiko Kamesaka, 他
    • Journal Title

      グローバルビジネス研究所ワーキングペーパー No.2008-3

      Pages: 1-36

    • Related Report
      2007 Annual Research Report
  • [Journal Article] 外国人投資家、国内機関投資家、個人投資家の株式売買に関する月次アノマリーの分析2007

    • Author(s)
      亀坂安紀子
    • Journal Title

      ファイナンシャル・プランニング研究 6

      Pages: 4-16

    • Related Report
      2010 Final Research Report
    • Peer Reviewed
  • [Journal Article] 外国人投資家、国内機関投資家、個人投資家の株式売買に関する月次アノマリーの分析2007

    • Author(s)
      亀坂安紀子
    • Journal Title

      ファイナンシャル・プランニング研究

    • Related Report
      2008 Self-evaluation Report
  • [Journal Article] 外国人投資家、国内機関投資家、個人投資家の株式売買に関する月次アノマリーの分析2007

    • Author(s)
      亀坂 安紀子
    • Journal Title

      ファイナンシャル・プランニング研究

    • Related Report
      2006 Annual Research Report
  • [Journal Article] Investor Expectations and Stock Market Movements2006

    • Author(s)
      Akiko Kamesaka, Xiaoyan Yu, Lu Zheng
    • Journal Title

      日本ファイナンス学会第14回大会Proceedings

      Pages: 72-80

    • Related Report
      2010 Final Research Report
  • [Journal Article] Investor Expectations and Stock Market Movements2006

    • Author(s)
      Akiko Kamesaka, Xiaoyan Yu, Lu Zheng
    • Journal Title

      日本ファイナンス学会第14回大会

      Pages: 72-80

    • Related Report
      2008 Self-evaluation Report
  • [Journal Article] Investor Expectations and Stock Market Movements2006

    • Author(s)
      亀坂 安紀子, 兪 暁彦, Lu Zheng
    • Journal Title

      日本ファイナンス学会第14回大会 Proceedings

      Pages: 72-80

    • Related Report
      2006 Annual Research Report
  • [Presentation] Love and Discounting: Empirical Evidence2009

    • Author(s)
      大垣昌夫
    • Organizer
      行動経済学会第3回大会
    • Place of Presentation
      於名古屋大学
    • Year and Date
      2009-12-13
    • Related Report
      2010 Final Research Report
  • [Presentation] Tough Love and Discounting : Empirical Evidence2009

    • Author(s)
      大垣昌夫
    • Organizer
      行動経済学会 第3回大会
    • Place of Presentation
      名古屋大学
    • Year and Date
      2009-12-13
    • Related Report
      2009 Annual Research Report
  • [Presentation] Efficiency and Day-of-the- Week Patterns in Chinese Stock Markets2008

    • Author(s)
      Akiko Kamesaka
    • Organizer
      Asian Finance Association /日本ファイナンス学会合同大会
    • Place of Presentation
      於パシフィコ横浜会議センター
    • Year and Date
      2008-07-08
    • Related Report
      2010 Final Research Report
  • [Presentation] Efficiency and Day-of-the-Week Patterns in Chinese Stock Markets2008

    • Author(s)
      Akiko Kamesaka
    • Organizer
      Asian Finance Association/日本ファイナンス学会合同大会
    • Place of Presentation
      パシフィコ横浜会議センター
    • Year and Date
      2008-07-08
    • Related Report
      2008 Self-evaluation Report
  • [Presentation] Efficiency and Dayof-the-Week Patterns in Chinese Stock Markets2008

    • Author(s)
      Akiko Kamesaka
    • Organizer
      Asian Finance Association/日本ファイナンス学会
    • Place of Presentation
      パシフィコ横浜会議センター
    • Year and Date
      2008-07-08
    • Related Report
      2008 Annual Research Report
  • [Presentation] The Asian Crisis and Investor Behavior in Thailand's Equity Market2007

    • Author(s)
      Akiko Kamesaka
    • Organizer
      8th SAET conference
    • Place of Presentation
      於ギリシャ
    • Year and Date
      2007-06-22
    • Related Report
      2010 Final Research Report
  • [Presentation] The Asian Crisis and Investor Behavior in Thailand's Equity Market2007

    • Author(s)
      Akiko Kamesaka
    • Organizer
      8th SAET conference
    • Place of Presentation
      ギリシャ
    • Year and Date
      2007-06-22
    • Related Report
      2008 Self-evaluation Report
  • [Presentation] The Asian Crisis and Investor BehaVior in Thailand's Equity Market2007

    • Author(s)
      Akiko Kamesaka
    • Organizer
      8^<th> SAET conference
    • Place of Presentation
      ギリシャ
    • Year and Date
      2007-06-22
    • Related Report
      2007 Annual Research Report
  • [Presentation] Day-of-the- Week Effects in Chinese Stock Markets: All Moments Considered2006

    • Author(s)
      Akiko Kamesaka
    • Organizer
      日本経済学会秋季大会
    • Place of Presentation
      於大阪市立大学
    • Year and Date
      2006-10-22
    • Related Report
      2010 Final Research Report
  • [Presentation] 外国人投資家、国内機関投資家、個人投資家の株式売買に関する月次アノマリーの分析2006

    • Author(s)
      亀坂安紀子
    • Organizer
      日本FP学会年次大会
    • Place of Presentation
      於千葉商科大学
    • Year and Date
      2006-09-09
    • Related Report
      2010 Final Research Report
  • [Book] パーソナルファイナンス研究2006

    • Author(s)
      高橋文郎、木村哲、水野博志、亀坂安紀子, 他著、貝塚啓明監修
    • Publisher
      日本ファイナンシャル・プランナーズ協会
    • Related Report
      2010 Final Research Report
  • [Book] パーソナルファイナンス研究2006

    • Author(s)
      亀坂安紀子他、貝塚啓明
    • Total Pages
      256
    • Publisher
      日本ファイナンシャル・プランナーズ協会
    • Related Report
      2008 Self-evaluation Report
  • [Book] パーソナルファイナンス研究2006

    • Author(s)
      亀坂 安紀子 他 (貝塚 啓明 監修)
    • Total Pages
      256
    • Publisher
      日本ファイナンシャル・プランナーズ協会
    • Related Report
      2006 Annual Research Report
  • [Remarks] 雑誌論文(2)の内容は、共著者の大垣昌夫氏により、2010年5月4日発行の日本経済新聞朝刊「経済教室」で紹介されている。

    • Related Report
      2010 Final Research Report
  • [Remarks] 雑誌論文の

    • Related Report
      2010 Final Research Report
  • [Remarks] 亀坂安紀子、「外国人投資家、国内機関投資家、個人投資家の株式売買に関する月次アノマリーの分析」に対して、日本FP学会賞を受賞、2006年9月9日日本FP学会にて。また、この受賞に関して、日本ファイナンシャル・プランナーズ協会機関誌、『Journal of Financial Planning』にインタビュー記事および論文要旨記載、2006年12月。

    • Related Report
      2010 Final Research Report

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Published: 2006-04-01   Modified: 2022-01-20  

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