#contents *Dataset [#d4b2b691] All data and programs used for this research project are available on request. *Publications [#a84af4e7] **Published in Refereed Journals [#bcaad3b2] **Works in Progress [#gf801ff7] -Mikio Ito, Akihiko Noda and Tatsuma Wada [["The Evolution of Market Efficiency and Its Periodicity: A Non-Bayesian Time-Varying Model Approach,":http://arxiv.org/pdf/1202.0100.pdf]] submitted. -Mikio Ito, Akihiko Noda and Tatsuma Wada [["International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach:http://arxiv.org/pdf/1203.5176.pdf]] (Previously circulated as "Stock Market Linkages and Market Efficiency: A Non-Bayesian Time-Varying Model Approach") [arXiv:1203.5176]. *Presentations [#d05b6589] **Conference Presentations [#v864082d] -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 [#eaba0e70] -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). -Time-Varying Market Efficiency and Trading Volume: Some Evidence from Japanese Stock Markets --Economics Seminar at Doshisha University (July 2012).