株式分割を通じた名目株価の変化とリターンの共変動

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Summary, etc.：: 本稿では，日本市場において，株式分割と株式併合を通じた株価水準の変更が，その後のリターンの変動に影響をもたらすかを検証する．分析の結果，株式分割により株価の水準が低くなると，株価の低い株式との連動が高まり，株価の高い株式との連動が低下することが確認された．他方で株式併合を行った企業は，併合実施後，株...

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Material Type: 文書・図像類
Title: 株式分割を通じた名目株価の変化とリターンの共変動
Author/Editor: 柳樂, 明伸
Author Heading: 柳樂, 明伸
Publication, Distribution, etc.: Hitotsubashi University Center for Financial Research
Publication Date: 2018-06-18
Publication Date (W3CDTF): 2018-06-18
Text Language Code: jpn
Target Audience: 一般
Format (IMT): application/pdf
Source: fulltext
https://hermes-ir.lib.hit-u.ac.jp/hermes/ir/re/29314/070hcfrWP_2_009.pdf
Access Restrictions: インターネット公開
Periodical Title: Working Paper Series ; No. G-2-9
Data Provider (Database): 国立情報学研究所 : 学術機関リポジトリデータベース（IRDB）（機関リポジトリ）
https://irdb.nii.ac.jp
Original Data Provider (Database): 一橋大学 : HERMES-IR(一橋大学機関リポジトリ) : Research & Education Resources