@article{oai:oiu.repo.nii.ac.jp:00000100,
 author = {外島, 健嗣 and ソトジマ, ケンジ and Sotojima, Kenji},
 issue = {3},
 journal = {国際研究論叢 : 大阪国際大学紀要, OIU journal of international studies},
 month = {Mar},
 note = {P(論文), This paper was analyzed about the influence that index constitution securities received by listing of exchange-traded fund (ETF). 
　The technique used in this paper inspects whether the price of index constitution securities before and after ETF listing day and a turnover are bigger than the average price change and volume during the former period than an announcement day of ETF listing.
　As a result of analysis, the price of ETF for the REIT (real estate investment trust) reacted to ETF listing. And their volume increased for a short term and a middle period.　On the other hand, the pride of ETF for the specific corporate group (corporate group of Mitsubishi-affiliated) did not react to ETF listing. And their volume decreased for a short term and a middle period.},
 pages = {19--32},
 title = {ETF上場が対象証券に与える影響},
 volume = {24},
 year = {2011}
}