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Yamane Akiko  山根 明子

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YAMANE Akiko  山根 明子

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Researcher Number 60580173
Other IDs
Affiliation (Current) 2025: 広島大学, 人間社会科学研究科(社)東千田, 准教授
Affiliation (based on the past Project Information) *help 2023: 広島大学, 人間社会科学研究科(社)東千田, 准教授
2020 – 2023: 広島大学, 人間社会科学研究科(社), 准教授
2013 – 2014: 広島大学, 社会(科)学研究科, 講師
2012: 岡山商科大学, 経済学部, 准教授
2010 – 2011: 岡山商科大学, 経済学部, 講師
Review Section/Research Field
Principal Investigator
Basic Section 07060:Money and finance-related / Public finance/Monetary economics
Except Principal Investigator
Basic Section 07060:Money and finance-related
Keywords
Principal Investigator
ファイナンス / 資産価格 / 株式リターンのクロスセクション / 株式デュレーション / 株式の期間構造 / リターン・リバーサル / バリュー・プレミアム / マイクロキャップ / バリュープレミアム / 超小型株 … More / microcap / モメンタム / バリュー株効果 / キャッシュフローリスク / バリュー効果 … More
Except Principal Investigator
資産価格モデル / アノマリー Less
  • Research Projects

    (5 results)
  • Research Products

    (6 results)
  • Co-Researchers

    (2 People)
  •  株式デュレーションを用いた日本の株式市場の実証分析Principal Investigator

    • Principal Investigator
      山根 明子
    • Project Period (FY)
      2023 – 2025
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Review Section
      Basic Section 07060:Money and finance-related
    • Research Institution
      Hiroshima University
  •  Empirical analysis of asset prices in the Japanese market considering microcap stocksPrincipal Investigator

    • Principal Investigator
      Yamane Akiko
    • Project Period (FY)
      2020 – 2022
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Review Section
      Basic Section 07060:Money and finance-related
    • Research Institution
      Hiroshima University
  •  Empirical studies on the relationship between anomalies and the behaviour of firms and investors in asset markets

    • Principal Investigator
      Fukuta Yuichi
    • Project Period (FY)
      2020 – 2022
    • Research Category
      Grant-in-Aid for Scientific Research (B)
    • Review Section
      Basic Section 07060:Money and finance-related
    • Research Institution
      Osaka University
  •  Cash Flow Data and Asset Prices in Japan: An Empirical AnalysisPrincipal Investigator

    • Principal Investigator
      YAMANE Akiko
    • Project Period (FY)
      2012 – 2014
    • Research Category
      Grant-in-Aid for Young Scientists (B)
    • Research Field
      Public finance/Monetary economics
    • Research Institution
      Hiroshima University
      Okayama Shoka University
  •  The value premium in the Japanese stock market : an empirical analysisPrincipal Investigator

    • Principal Investigator
      YAMANE Akiko
    • Project Period (FY)
      2010 – 2011
    • Research Category
      Grant-in-Aid for Research Activity Start-up
    • Research Field
      Public finance/Monetary economics
    • Research Institution
      Okayama Shoka University

All 2023 2010 Other

All Journal Article Presentation

  • [Journal Article] バリュー効果-消費資産価格モデル(CCAPM)と株式デュレーション-2010

    • Author(s)
      福田祐一、山根明子
    • Journal Title

      証券アナリストジャーナル

      Volume: 48 Pages: 39-46

    • Data Source
      KAKENHI-PROJECT-22830124
  • [Presentation] Implied Equity Duration: Lessons from the Japanese Financial Crises2023

    • Author(s)
      山根明子
    • Organizer
      日本ファイナンス学会第5回秋季研究大会(オンライン)
    • Data Source
      KAKENHI-PROJECT-20H01515
  • [Presentation] Implied Equity Duration: Lessons from the Japanese Financial Crises2023

    • Author(s)
      山根明子
    • Organizer
      日本ファイナンス学会第5回秋季研究大会
    • Data Source
      KAKENHI-PROJECT-23K01451
  • [Presentation] Value Premium and Implied Equity Duration in the Japanese Stock Market2010

    • Author(s)
      山根明子
    • Organizer
      日本ファイナンス学会
    • Place of Presentation
      上智大学
    • Year and Date
      2010-05-22
    • Data Source
      KAKENHI-PROJECT-22830124
  • [Presentation] Value Premium and Implied Equity Duration in the Japanese Stock Market2010

    • Author(s)
      山根明子
    • Organizer
      日本ファイナンス学会
    • Place of Presentation
      上智大学(東京都)
    • Year and Date
      2010-05-22
    • Data Source
      KAKENHI-PROJECT-22830124
  • [Presentation] キャッシュフロー・ベータとバリュー効果

    • Author(s)
      山根明子
    • Organizer
      日本ファイナンス学会第22回大会
    • Place of Presentation
      中央大学
    • Year and Date
      2014-05-31 – 2014-06-01
    • Data Source
      KAKENHI-PROJECT-24730287
  • 1.  Fukuta Yuichi (00243147)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results
  • 2.  坂本 淳 (90845025)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 0 results

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