{"id":6294,"date":"2019-05-27T09:00:44","date_gmt":"2019-05-27T00:00:44","guid":{"rendered":"https:\/\/www.waseda.jp\/inst\/wias\/?p=6294"},"modified":"2019-05-27T09:52:48","modified_gmt":"2019-05-27T00:52:48","slug":"__trashed-2-34","status":"publish","type":"post","link":"https:\/\/www.waseda.jp\/inst\/wias\/news\/2019\/05\/27\/6294\/","title":{"rendered":"Waseda Organizational and Financial Economics Seminar:  &#8220;Stock Lending Market and the BOJ&#8217;s ETF Purchasing Program: Micro-data Analysis&#8221; (6\/3)"},"content":{"rendered":"<h4>Waseda Organizational and Financial Economics Seminar:<br \/>\n&#8220;Stock Lending Market and the BOJ&#8217;s ETF Purchasing Program: Micro-data Analysis&#8221; (6\/3)<\/h4>\n<h5>\u8b1b\u6f14\u8005 \/ Speaker<\/h5>\n<p><a href=\"http:\/\/researchers.waseda.jp\/profile\/ja.dc4ea4c9bea991ce0760b5f9d238652e.html\">\u7be0 \u6f64\u4e4b\u4ecb<\/a> \uff08\u65e9\u7a32\u7530\u5927\u5b66 \u56fd\u969b\u5b66\u8853\u9662 \u8b1b\u5e2b\uff09<\/p>\n<ul>\n<li><u>\u7814\u7a76\u5206\u91ce\u00a0 \u95a2\u5fc3\u9818\u57df<\/u><br \/>\n\u5fdc\u7528\u30df\u30af\u30ed\u7d4c\u6e08\u5b66\u3001\u91d1\u878d\u8ad6\u3001\u30b2\u30fc\u30e0\u7406\u8ad6<\/li>\n<\/ul>\n<h5>\u65e5\u3000\u6642 \/ Date &amp; Time<\/h5>\n<p>2019\u5e746\u67083\u65e5\uff08\u6708\uff09 13:00\uff5e14:30<\/p>\n<h5>\u4f1a\u3000\u5834 \/ Venue<\/h5>\n<p><a href=\"https:\/\/www.waseda.jp\/top\/access\/waseda-campus\">\u65e9\u7a32\u7530\u5927\u5b66 \u65e9\u7a32\u7530\u30ad\u30e3\u30f3\u30d1\u30b9 11\u53f7\u9928 11\u968e 1111\u6559\u5ba4<\/a><\/p>\n<h5>\u4e3b\u3000\u65e8 \/ Outline<\/h5>\n<p>&#8220;Stock Lending Market and the BOJ&#8217;s ETF Purchasing Program: Micro-data Analysis&#8221;<\/p>\n<p style=\"text-align: justify;\">This analysis examines the effects of the Bank of Japan&#8217;s ETF purchasing program on stock lending market. The ETF program has, in contrast to other asset purchasing programs, a unique characteristic: stocks that constitute ETFs held by the BOJ can be lent freely by ETF managers. We focus on two different micro-datasets of stock lending: ETF balance sheet data released by asset management companies and equity repo trading data, and it is shown that stock lending trades have been continuously expanded and the sensitivities of the trades to market liquidity and valuations have been increased by the BOJ\u2019s purchasing program.<\/p>\n<h5>\u30d7\u30ed\u30b0\u30e9\u30e0 \/ Schedule<\/h5>\n<p>13:00\uff5e13:05 \u958b\u4f1a\u306e\u6328\u62f6\uff08\u5bae\u5cf6 \u82f1\u662d \u65e9\u7a32\u7530\u5927\u5b66\u9ad8\u7b49\u7814\u7a76\u6240 \u9867\u554f \uff0f \u5546\u5b66\u5b66\u8853\u9662 \u6559\u6388\uff09<br \/>\n13:05\uff5e14:05 \u8b1b\u6f14<br \/>\n14:05\uff5e14:25 \u8cea\u7591\u5fdc\u7b54<br \/>\n14:25\uff5e14:30 \u9589\u4f1a\u306e\u6328\u62f6\uff08\u5bae\u5cf6 \u82f1\u662d\uff09<\/p>\n<h5>\u5bfe\u3000\u8c61 \/ Prospected Audience<\/h5>\n<p>\u5b66\u90e8\u751f\u30fb\u5927\u5b66\u9662\u751f\u30fb\u6559\u8077\u54e1\u30fb\u4e00\u822c<\/p>\n<h5>\u4e3b\u3000\u50ac \/ Organizer<\/h5>\n<p>\u65e9\u7a32\u7530\u5927\u5b66 \u7523\u696d\u7d4c\u55b6\u7814\u7a76\u6240<br \/>\n\u65e9\u7a32\u7530\u5927\u5b66 \u9ad8\u7b49\u7814\u7a76\u6240<\/p>\n<h5>\u7533\u8fbc\u307f \/ Registration<\/h5>\n<p>\u4e8b\u524d\u7533\u8fbc\u307f\u4e0d\u8981\u3067\u3059\u3002\u76f4\u63a5\u4f1a\u5834\u306b\u304a\u8d8a\u3057\u304f\u3060\u3055\u3044\u3002<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Waseda Organizational and Financial Economics Seminar: &#8220;Stock Lending Market and the BOJ&#8217;s ETF Pur [&hellip;]<\/p>\n","protected":false},"author":6,"featured_media":2762,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":""},"categories":[1],"tags":[24,26,28],"class_list":["post-6294","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-news","tag-events","tag-general","tag-research"],"acf":[],"_links":{"self":[{"href":"https:\/\/www.waseda.jp\/inst\/wias\/wp-json\/wp\/v2\/posts\/6294","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.waseda.jp\/inst\/wias\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.waseda.jp\/inst\/wias\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.waseda.jp\/inst\/wias\/wp-json\/wp\/v2\/users\/6"}],"replies":[{"embeddable":true,"href":"https:\/\/www.waseda.jp\/inst\/wias\/wp-json\/wp\/v2\/comments?post=6294"}],"version-history":[{"count":0,"href":"https:\/\/www.waseda.jp\/inst\/wias\/wp-json\/wp\/v2\/posts\/6294\/revisions"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/www.waseda.jp\/inst\/wias\/wp-json\/wp\/v2\/media\/2762"}],"wp:attachment":[{"href":"https:\/\/www.waseda.jp\/inst\/wias\/wp-json\/wp\/v2\/media?parent=6294"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.waseda.jp\/inst\/wias\/wp-json\/wp\/v2\/categories?post=6294"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.waseda.jp\/inst\/wias\/wp-json\/wp\/v2\/tags?post=6294"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}