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| Paper Abstract and Keywords | ||
| Presentation | 2017-06-30 11:15 Seasonality Analysis in J-REIT Market Mingxin Zhang (Ibaraki Univ.), Takashi Nakamura (Tokai Tokyo), Tomoya Suzuki (Ibaraki Univ.)  CCS2017-6 |
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| Abstract | (in Japanese) | (See Japanese page) |
| (in English) | Seasonality in financial markets such as "Sell in May" effect has been reported by many previous studies, but there are few cases that focus on real estate investment trust (REIT) markets. For this reason, we analyzed its Japanese market (J-REIT), and could clearly confirm some seasonalities whose validity was also confirmed by statistical significance tests. It might be because office and commercial facility included in REIT are easily affected by the cycle of corporate activities and human life activities. Moreover, we performed some investment simulations using this seasonality and confirmed the possibility of getting attractive profits through long-term investments. | |
| Keyword | (in Japanese) | (See Japanese page) |
| (in English) | Seasonality / J-REIT Market / Anomaly / Complex Financial Systems / / / / | |
| Reference Info. | IEICE Tech. Rep., vol. 117, no. 112, CCS2017-6, pp. 23-28, June 2017. | |
| Paper # | CCS2017-6 | |
| Date of Issue | 2017-06-22 (CCS) | |
| ISSN | Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 | |
| Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) | |
| Download PDF | CCS2017-6 |
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| Conference Information | |
| Committee | CCS |
| Conference Date | 2017-06-29 - 2017-06-30 |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | Ibaraki Univ. |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | Interaction and Communication, etc. |
| Paper Information | |
| Registration To | CCS |
| Conference Code | 2017-06-CCS |
| Language | Japanese |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Seasonality Analysis in J-REIT Market |
| Sub Title (in English) | |
| Keyword(1) | Seasonality |
| Keyword(2) | J-REIT Market |
| Keyword(3) | Anomaly |
| Keyword(4) | Complex Financial Systems |
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| 1st Author's Name | Mingxin Zhang |
| 1st Author's Affiliation | Ibaraki University (Ibaraki Univ.) |
| 2nd Author's Name | Takashi Nakamura |
| 2nd Author's Affiliation | Tokai Tokyo Research Center (Tokai Tokyo) |
| 3rd Author's Name | Tomoya Suzuki |
| 3rd Author's Affiliation | Ibaraki University (Ibaraki Univ.) |
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| Speaker | Author-1 |
| Date Time | 2017-06-30 11:15:00 |
| Presentation Time | 25 minutes |
| Registration for | CCS |
| Paper # | CCS2017-6 |
| Volume (vol) | vol.117 |
| Number (no) | no.112 |
| Page | pp.23-28 |
| #Pages | 6 |
| Date of Issue | 2017-06-22 (CCS) |
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