Asset Pricing by Spatial Interaction Identified with Internet Co-search Relation

基于互联网共搜索关系的空间交互资产定价

• 批准号: 22K01420
• 负责人: KO IATMENG
• 金额: $ 2.58万
• 依托单位: Tohoku University
• 依托单位国家: 日本
• 项目类别: Grant-in-Aid for Scientific Research (C)
• 财政年份: 2022
• 资助国家: 日本
• 起止时间: 2022-04-01 至 2026-03-31
• 项目状态: 未结题
• 来源: https://kaken.nii.ac.jp/grant/KAKENHI-PROJECT-22K01420/
• 关键词: Contagion test; Network interconnection; COVID-19; Capital asset pricing; EDGAR search traffic; Co-search; Spatial interaction

The year achievement is summarized as follows1. Completed one academic paper entitled "Stock Market Interconnection and Contagion during the COVID-19 Pandemic: A Network Perspective". It has been submitted and is currently under reviewed in the Journal of Financial Econometrics.2. The internet traffic data on the US Securities and Exchange Commission's (SEC) Electronic Data Gathering, Analysis, and Retrieval (EDGAR) website is successfully collected. This data is subsequently used in the Spatial Arbitrary Pricing Theory (S-APT) study.3. One conference presentation has been conducted at the 5th International Conference on Econometrics and Statistics (EcoSta 2022) in Jun. 4-6 2022 at Ryukoku University, Kyoto.

一年的成就总结如下1。完成了一份名为“ Covid-19期间大流行期间的股票市场互连和传染性：网络观点”的学术论文。它已提交，目前正在《金融计量经济学杂志》中进行审查。2。美国证券交易委员会（SEC）的电子数据收集，分析和检索（EDGAR）网站的互联网流量数据已成功收集。该数据随后在空间任意定价理论（S-APT）研究中使用。3。第五届国际计量经济学与统计国际会议（ECOSTA 2022）于6月4日至2022年在京都Ryukoku大学举行了一次会议演讲。

项目成果

Indian Buffet Process Factor Model for Counterfactual Analysis

用于反事实分析的印度自助餐过程因子模型

• 发表时间: 2022
• 作者: 鍋島直樹;ロバート・スキデルスキー著（鍋島直樹訳）;石井穣;Jou Ishii;石井穣;Takakazu Honryo;Nobuo Koida;Nobuo Koida;Nobuo Koida;Ko Iat Meng
• 通讯作者: Ko Iat Meng