{"created":"2025-02-21T02:06:06.580226+00:00","id":2005994,"links":{},"metadata":{"_buckets":{"deposit":"515e4381-96d2-4871-b73b-01da7d5f755c"},"_deposit":{"created_by":41,"id":"2005994","owner":"41","owners":[41],"pid":{"revision_id":0,"type":"depid","value":"2005994"},"status":"published"},"_oai":{"id":"oai:hiroshima.repo.nii.ac.jp:02005994","sets":["1730444908512:1730444916333"]},"author_link":[],"item_1617186331708":{"attribute_name":"Title","attribute_value_mlt":[{"subitem_title":"Market Efficiency and Stock Prices Volatility","subitem_title_language":"en"},{"subitem_title":"株式市場の効率性と株価変動","subitem_title_language":"ja"}]},"item_1617186419668":{"attribute_name":"Creator","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Jose Miguel Duarte Leite Pinto Dos Santos","creatorNameLang":"en"}]}]},"item_1617186476635":{"attribute_name":"Access Rights","attribute_value_mlt":[{"subitem_access_right":"open access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_abf2"}]},"item_1617186499011":{"attribute_name":"Rights","attribute_value_mlt":[{"subitem_rights":"Copyright(c) by Author"}]},"item_1617186609386":{"attribute_name":"Subject","attribute_value_mlt":[{"subitem_subject":"330","subitem_subject_scheme":"NDC"}]},"item_1617186626617":{"attribute_name":"Description","attribute_value_mlt":[{"subitem_description":"ACKNOWLEDGEMENTS  CHAPTER1 INTRODUCTION / p1  PART I THEORY / p5  　CHAPTER2 STOCK MARKETS AND THE EFFICIENT MARKETS HYPOTHESIS / p6  　　1.Definition of market / p6  　　2.The role of stock markets / p8  　　3.The development of stock markets / p12  　　4.Evolution of the concept of efficient markets / p17  　　5.Characterization of efficiency / p23  　CHAPTER3 THEORY OF FUNDAMENTALS AND BUBBLES / p29  　　1.Introduction / p29  　　2.Assumptions of a stock market model / p30  　　3.The arbitrage equation / p31  　　4.Fundamentals / p33  　　5.Fundamentals,efficient markets and stock prices'movements / p35  　　6.Bubbles / p44  PART II EVIDENCE / p51  　CHAPTER4 EMPIRICAL TESTS OF THE EFFICIENT MARKETS HYPOTHESIS / p52  　　1.Introduction / p52  　　2.Definition of random walks,martingales and fair games / p53  　　3.The fundamental model and martingales / p55  　　4.Statistical tests of weak form efficiency / p58  　　5.Weak form efficiency anomalies / p60  　　6.Variance Bounds Tests / p63  　　7.Orthogonality Tests / p67  　CHAPTER5 TESTING FOR FUNDAMENTALS AND BUBBLES IN JAPANESE STOCK PRICES / p69  　　1.Introduction / p69  　　2.The data used / p71  　　3.Weak form efficiency tests / p72  　　4.Volatility in stock prices / p74  　　5.Tests for fundaments / p76  　　6.More tests for fundamentals: stock prices and profits / p81  　　7.Tests for bubbles / p89  　CHAPTER6 BOUNDED TIME HORIZONS AND EFFICIENT MARKETS / p93  　　1.Introduction / p93  　　2.Changes in the economic structure / p95  　　3.Dividends' basic structural model / p97  　　4.Fundamental stock prices and the boundeness of the span of time horizons / p98  　　5.Empirical results / p104  TABLES / p111  FIGURES / p118  NOTES / p145  BIBLIOGRAPHY / p157","subitem_description_type":"TableOfContents"}]},"item_1617186702042":{"attribute_name":"Language","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_1617186819068":{"attribute_name":"Identifier Registration","attribute_value_mlt":[{"subitem_identifier_reg_text":"10.11501/3105822","subitem_identifier_reg_type":"JaLC"}]},"item_1617187024783":{"attribute_name":"Page Start","attribute_value_mlt":[{"subitem_start_page":"1"}]},"item_1617187056579":{"attribute_name":"Bibliographic Information","attribute_value_mlt":[{"bibliographicPageStart":"1"}]},"item_1617187087799":{"attribute_name":"Dissertation Number","attribute_value_mlt":[{"subitem_dissertationnumber":"甲第1321号"}]},"item_1617187112279":{"attribute_name":"Degree 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