{"id":"https://openalex.org/W2002804324","doi":"https://doi.org/10.1016/0165-1765(92)90163-s","title":"Test of C-CAPM for Japan: 1980\u20131988","display_name":"Test of C-CAPM for Japan: 1980\u20131988","publication_year":1992,"publication_date":"1992-01-01","ids":{"openalex":"https://openalex.org/W2002804324","doi":"https://doi.org/10.1016/0165-1765(92)90163-s","mag":"2002804324"},"language":"en","primary_location":{"id":"doi:10.1016/0165-1765(92)90163-s","doi":"https://doi.org/10.1016/0165-1765(92)90163-s","is_oa":false,"landing_page_url":"https://doi.org/10.1016/0165-1765(92)90163-s","pdf_url":null,"source":{"id":"https://openalex.org/S36178057","display_name":"Economics Letters","issn_l":"0165-1765","issn":["0165-1765","1873-7374"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","erih-plus","jufo-1","norway-1","poland-100","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Economics Letters","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5007913012","display_name":"Shigeyuki Hamori","orcid":"https://orcid.org/0000-0003-1498-0188","observed_orcids":["https://orcid.org/0000-0003-1498-0188"]},"institutions":[{"id":"https://openalex.org/I206011266","display_name":"Kwansei Gakuin University","ror":"https://ror.org/02qf2tx24","country_code":"JP","type":"education","lineage":["https://openalex.org/I206011266"]}],"countries":["JP"],"is_corresponding":true,"raw_author_name":"Shigeyuki Hamori","raw_affiliation_strings":["Kwansei Gakuin University, Nishinomiya-City 662, Japan"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Kwansei Gakuin University, Nishinomiya-City 662, Japan","institution_ids":["https://openalex.org/I206011266"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5007913012"],"corresponding_institution_ids":["https://openalex.org/I206011266"],"apc_list":{"value":3030,"currency":"USD","value_usd":3030},"apc_paid":null,"fwci":1.7997,"has_fulltext":false,"cited_by_count":42,"citation_normalized_percentile":{"value":0.86436856,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":96},"biblio":{"volume":"38","issue":"1","first_page":"67","last_page":"72"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9872999787330627,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9872999787330627,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.00419999985024333,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12123","display_name":"Financial Analysis and Corporate Governance","score":0.00139999995008111,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/consumption-based-capm","display_name":"consumption-based CAPM","score":0.6899999976158142},{"id":"https://openalex.org/keywords/asset-pricing","display_name":"asset pricing","score":0.7059999704360962},{"id":"https://openalex.org/keywords/consumption-growth","display_name":"consumption growth","score":0.38100001215934753},{"id":"https://openalex.org/keywords/risk-premium","display_name":"risk premium","score":0.3630000054836273}],"concepts":[{"id":"https://openalex.org/C181236170","wikidata":"https://www.wikidata.org/wiki/Q848354","display_name":"Capital asset pricing model","level":2,"score":0.8571265339851379},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.6425307989120483},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5621381998062134},{"id":"https://openalex.org/C182306322","wikidata":"https://www.wikidata.org/wiki/Q1779371","display_name":"Order (exchange)","level":2,"score":0.511202871799469},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.48632392287254333},{"id":"https://openalex.org/C162118730","wikidata":"https://www.wikidata.org/wiki/Q1128453","display_name":"Actuarial science","level":1,"score":0.33668774366378784},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.11159080266952515}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/0165-1765(92)90163-s","doi":"https://doi.org/10.1016/0165-1765(92)90163-s","is_oa":false,"landing_page_url":"https://doi.org/10.1016/0165-1765(92)90163-s","pdf_url":null,"source":{"id":"https://openalex.org/S36178057","display_name":"Economics Letters","issn_l":"0165-1765","issn":["0165-1765","1873-7374"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a","anvur-class-a","anvur-scientific","cwts-core","erih-plus","jufo-1","norway-1","poland-100","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Economics Letters","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:ecolet:v:38:y:1992:i:1:p:67-72","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/0165-1765(92)90163-S","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":17,"referenced_works":["https://openalex.org/W1571696390","https://openalex.org/W2015198016","https://openalex.org/W2028995298","https://openalex.org/W2038367498","https://openalex.org/W2053504955","https://openalex.org/W2077867009","https://openalex.org/W2082330181","https://openalex.org/W2111034925","https://openalex.org/W2119143694","https://openalex.org/W2154702386","https://openalex.org/W2163887958","https://openalex.org/W2570834760","https://openalex.org/W2890257516","https://openalex.org/W3121766299","https://openalex.org/W3122664468","https://openalex.org/W4248764197","https://openalex.org/W4308477980"],"related_works":["https://openalex.org/W265336454","https://openalex.org/W2905534196","https://openalex.org/W4386690159","https://openalex.org/W7068218724","https://openalex.org/W624329982","https://openalex.org/W2085943830","https://openalex.org/W624874088","https://openalex.org/W3123469634","https://openalex.org/W2332099316","https://openalex.org/W645246604"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2019,"cited_by_count":2},{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2014,"cited_by_count":2},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":2}],"updated_date":"2026-10-12T09:40:04.860316","created_date":"2016-06-24T00:00:00"}
