{"created":"2023-05-15T13:52:04.732855+00:00","id":13806,"links":{},"metadata":{"_buckets":{"deposit":"921471c6-2ee2-458c-8e17-239b1402f122"},"_deposit":{"created_by":1,"id":"13806","owners":[1],"pid":{"revision_id":0,"type":"depid","value":"13806"},"status":"published"},"_oai":{"id":"oai:chuo-u.repo.nii.ac.jp:00013806","sets":["442:886"]},"author_link":["51291","51290"],"item_10002_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2020-02-28","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"36","bibliographicPageEnd":"95","bibliographicPageStart":"69","bibliographic_titles":[{"bibliographic_title":"企業研究"}]}]},"item_10002_description_19":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_10002_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":" The advancement of electronic data processing techniques and high-speed trading have changed the micro-structures of financial markets. Standard passive market-making —leaving a limit order in both sides of market — is sure to make money when the premium spread is positive but cannot cover losses caused by adverse selections due to external shocks. Therefore, market makers who mix limit and market orders in order to reduce adverse selection risk may perform better under turbulent environments. This paper analyzes the Nikkei 225 Futures markets for 35 months from January 2016, testing four types of passive market making style and clarifying the properties or profitability for each market making strategy.","subitem_description_type":"Abstract"}]},"item_10002_full_name_32":{"attribute_name":"著者別名(英)","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"51291","nameIdentifierScheme":"WEKO"}],"names":[{"name":"MORIYA, Hiroyuki","nameLang":"en"}]}]},"item_10002_publisher_8":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"企業研究所"}]},"item_10002_rights_15":{"attribute_name":"権利","attribute_value_mlt":[{"subitem_rights":"この資料の著作権は、資料の著作者または学校法人中央大学に帰属します。著作権法が定める私的利用・引用を超える使用を希望される場合には、掲載誌発行部局へお問い合わせください。"}]},"item_10002_source_id_9":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"1347-9938","subitem_source_identifier_type":"ISSN"}]},"item_10002_version_type_20":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"森谷, 博之"},{"creatorName":"モリヤ, ヒロユキ","creatorNameLang":"ja-Kana"}],"nameIdentifiers":[{"nameIdentifier":"51290","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":"2022-02-28"}],"displaytype":"detail","filename":"1347-9938-36-04.pdf","filesize":[{"value":"1.4 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"本文を見る","url":"https://chuo-u.repo.nii.ac.jp/record/13806/files/1347-9938-36-04.pdf"},"version_id":"f47cd1e6-8a74-4621-bbd6-585fe7200dbc"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"指値注文ブック","subitem_subject_scheme":"Other"},{"subitem_subject":"呼値の刻み","subitem_subject_scheme":"Other"},{"subitem_subject":"流動性","subitem_subject_scheme":"Other"},{"subitem_subject":"流動性トレーダー","subitem_subject_scheme":"Other"},{"subitem_subject":"マーケットメイカー","subitem_subject_scheme":"Other"},{"subitem_subject":"アルゴリズム取引","subitem_subject_scheme":"Other"},{"subitem_subject":"逆選択リスク","subitem_subject_scheme":"Other"},{"subitem_subject":"limit order book","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"ticks","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"liquidity","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"liquidity trader","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"market maker","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"algorithmic trade","subitem_subject_language":"en","subitem_subject_scheme":"Other"},{"subitem_subject":"Aduese selection","subitem_subject_language":"en","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"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":"指値注文ブックと収益性 : 流動性の供給と注文の形態","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"指値注文ブックと収益性 : 流動性の供給と注文の形態"},{"subitem_title":"The Limit Order Book and Its Profitability: Liquidity Creations and Order Types","subitem_title_language":"en"}]},"item_type_id":"10002","owner":"1","path":["886"],"pubdate":{"attribute_name":"公開日","attribute_value":"2022-02-28"},"publish_date":"2022-02-28","publish_status":"0","recid":"13806","relation_version_is_last":true,"title":["指値注文ブックと収益性 : 流動性の供給と注文の形態"],"weko_creator_id":"1","weko_shared_id":-1},"updated":"2023-05-15T16:38:31.763078+00:00"}