Dataset

All data and programs used for this research project are available on request.

Publications

Published in Refereed Journals

Works in Progress

Presentations

Conference Presentations

  • International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach (Previously circulated as "Stock Market Linkages and Market Efficiency: A Non-Bayesian Time-Varying Model Approach")
    • Western Economic Association International 10th Biennial Pacific Rim Conference in Tokyo (March 2013)
    • Japanese Economic Association 2012 Autumn Meeting at Kyushu Sangyo University (Octorber 2012)
  • The Evolution of Market Efficiency and its Periodicity: A Non-Bayesian Time-Varying Model Approach
    • Western Economic Association International 87th Annual Conference in San Francisco (June 2012)
    • Nippon Finance Association 2012 Annual Meeting at Hitotsubashi University (May 2012)

Seminar Presentations

  • International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach (Previously circulated as "Stock Market Linkages and Market Efficiency: A Non-Bayesian Time-Varying Model Approach")
    • Economic Seminar at Chukyo University Institute of Economics (Octorber 2012)
  • A Test of the Adaptive Market Hypothesis using Non-Bayesian Time-Varying AR Model in Japan
    • Economics Seminar at Doshisha University (July 2012)

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Last-modified: 2016-10-17 (月) 21:30:23 (220d)