武田　史子 （タケダ　フミコ）

Takeda, Fumiko

写真a

所属（所属キャンパス）

経営管理研究科 （日吉）

職名

教授

HP

外部リンク
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経歴 【 表示 ／ 非表示 】

  • 2002年04月
    -
    2003年03月

    横浜市立大学, 商学部, 専任講師

  • 2003年04月
    -
    2004年02月

    横浜市立大学, 商学部, 助教授

  • 2004年03月
    -
    2007年03月

    東京大学, 大学院工学系研究科, 助教授

  • 2007年04月
    -
    2022年03月

    東京大学, 大学院工学系研究科, 准教授

  • 2022年04月
    -
    継続中

    慶應義塾大学, 大学院経営管理研究科, 教授

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学歴 【 表示 ／ 非表示 】

  • 1987年04月
    -
    1991年03月

    東京大学, 教養学部, 教養学科

    大学, 卒業

  • 1996年09月
    -
    2001年12月

    Yale University, Graduate School of Arts and Sciences, Department of Economics

    大学院, 修了, 博士

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学位 【 表示 ／ 非表示 】

  • Ph.D. (Economics), Yale University, 課程, 2001年12月

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論文 【 表示 ／ 非表示 】

  • Does Twitter happiness predict bullish markets? A study of the US stock markets

    Swamy V., Dharani M., Takeda F.

    IIMB Management Review 36 （ 4 ） 309 - 321 2024年12月

    研究論文（学術雑誌）, 共著, 筆頭著者, 最終著者, 責任著者, 査読有り,  ISSN  09703896

    　概要を見る

    The evolving literature on using Twitter to capture investor sentiment suggests that stock market performance is linearly associated with Twitter's public mood. We investigate whether investor sentiment determined by the Twitter sentiment index (TSI) has a nonlinear predictive power for stock market behaviour. Using a dataset of seven US stock markets, we apply the cointegration techniques to show the relationship between Twitter sentiment and stock market behaviour. The results suggest a dynamic nonlinear cointegrating relationship. During the short run, Twitter happiness has a substantial effect on stock market indices, while in the long run, it has a moderating effect. Twitter happiness has a dominant effect on the US stock market indices than unhappy Twitter. These results highlight Twitter's growing role in predicting the stock market behaviour and show that the TSI acts as a better predictor of investor sentiment.

  • Empirical study on voting results and proxy advisor recommendations in Japan

    Miyachi H., Takeda F.

    Journal of International Financial Markets, Institutions and Money （Journal of International Financial Markets, Institutions and Money）  92   101973 - 101973 2024年04月

    研究論文（学術雑誌）, 共著, 筆頭著者, 最終著者, 責任著者, 査読有り,  ISSN  10424431

    　概要を見る

    This study examines the relationship between proxy advisory firms’ recommendations and investors’ voting behavior in Japan, where corporate governance has been under transition. Based on 1,025 shareholder meeting proposals and recommendations by proxy advisory firms in Japan between March 2010 and March 2022, multivariate regression analyses reveal that the dissenting recommendations of the two main proxy advisory firms are negatively correlated with the approval rate of proposals, as well as the percentage of affirmative votes cast by institutional investors. Furthermore, the institutional investors’ behavior is more consistent with the recommendations of proxy advisory firms than that of other investors.

  • Stock Price Reactions to Research and Development News on Pharmaceutical Companies in Japan

    Imai T., Takeda F.

    IEEE International Conference on Industrial Engineering and Engineering Management （IEEE）     1119 - 1123 2024年

    研究論文（学術雑誌）, 共著, 筆頭著者, 最終著者, 責任著者, 査読有り,  ISSN  21573611

    　概要を見る

    This study examines the effects of research and development (R&D) on the market value of Japanese pharmaceutical companies. Based on 1,345 news articles, our event study analysis of 74 Japanese pharmaceutical companies from 1 January 2010 to 31 December 2021 revealed three key findings. First, the stock prices of the aforementioned companies generally respond positively to the business news, and more specifically, R&D-related news. Second, the impact on the share price is more pronounced as the R&D progress to more advanced stages. Lastly, the stock price responses to R&D news tend to diminish as the size of pharmaceutical companies increases.

  • Effects of shareholder proposals on the market value of Japanese firms

    Sato R., Takeda F.

    International Review of Economics and Finance （International Review of Economics and Finance）  86   320 - 333 2023年07月

    研究論文（学術雑誌）, 共著, 責任著者, 査読有り,  ISSN  10590560

    　概要を見る

    This study investigates the effect of shareholder proposals on the market value of Japanese firms in the second wave of activism from 2017 to 2021. While announcements of receiving a shareholder proposal positively affect stock prices of investee companies, rejection of a shareholder's proposal has a negative impact. Unlike the first wave of activism, proposals related to the election and dismissal of directors are no different from those of other proposals, which may become more important as shareholder proposals diversify. Similar to the first wave, market responses become larger when the large shareholders made the proposals.

  • Effects of the COVID-19 pandemic on the market value of Japanese gaming companies

    Feng C., Takeda F.

    Applied Economics （Applied Economics）  forthcoming （ 40 ） 4849 - 4860 2023年05月

    研究論文（学術雑誌）, 共著, 責任著者, 査読有り,  ISSN  00036846

    　概要を見る

    In this study, we examine the short-term stock price reactions of Japanese gaming companies to events related to the coronavirus disease 2019 (COVID-19) pandemic. Using the event study method, we first estimate stock price reactions to the outbreak of the pandemic and the declaration of a state of emergency. We then perform multivariate regressions to investigate the factors affecting market responses. Our results demonstrate that the stock prices of Japanese gaming companies reacted negatively to the outbreak of the COVID-19 pandemic, and the initial negative effects were greater for mobile gaming companies and for companies with small sizes or low Tobin’s Q. By contrast, the market has reacted positively to the declaration of the state of emergency, which perhaps drove more people to play games at home.

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KOARA（リポジトリ）収録論文等 【 表示 ／ 非表示 】

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競争的研究費の研究課題 【 表示 ／ 非表示 】

  • アクティビストの介入が企業行動や企業価値に与える影響についての研究

    2022年04月
    -
    2025年03月

    文部科学省・日本学術振興会, 科学研究費助成事業, 武田 史子, 基盤研究(C), 補助金,  研究代表者

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担当授業科目 【 表示 ／ 非表示 】

  • 経営環境特別実習

    2025年度

  • 経営管理特別演習Ⅰ

    2025年度

  • 経営環境特殊講義

    2025年度

  • 経営環境演習

    2025年度

  • 日本の経営環境

    2025年度

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委員歴 【 表示 ／ 非表示 】

  • 2022年10月
    -
    継続中

    個人代議員, 東京大学校友会

  • 2022年09月
    -
    継続中

    独占禁止懇話会会員, 公正取引委員会

  • 2021年10月
    -
    継続中

    国際交流委員, 日本会計研究学会

  • 2021年01月
    -
    継続中

    Director of the Board, Asia-Pacific Management Accounting Association

  • 2013年
    -
    継続中

    Editorial Board Member, The International Journal of Accounting

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