RH2012-20

Dataset†

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

Conference†

• 3rd International Conference on Economic History “Crossroads of Globalization: Market Making in Modern East Asia” at Keio University, Tokyo Japan (June 2018).
• 2nd International Conference on Economic History “Growth and Developing Process of Markets during the Modernization in East Asia” at Kyoto Sangyo University, Kyoto Japan (June 2017).
• 1st International Conference on Economic History “Market Integration during the Modernization in East Asia” at Keimyung University, Korea (February 2017).
• The Economic Society of Wakayama University & JSPS Joint 2nd Conference in Wakayama (December 2014).
• The Economic Society of Wakayama University & JSPS Joint 1st Conference in Wakayama (September 2013).

Publications†

Published in Refereed Journals†

• Mikio Ito, Kiyotaka Maeda and Akihiko Noda "The Futures Premium and Rice Market Efficiency in Prewar Japan," Economic History Review, 2018, 71(3), pp.709-937.
• Mikio Ito, Kiyotaka Maeda and Akihiko Noda "Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets," Financial History Review, 2016, 23(3) pp.325-346.
• Mikio Ito, Akihiko Noda and Tatsuma Wada "The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach," Applied Economics, 2016, 48(7) pp.621-635.
• Mikio Ito, Akihiko Noda and Tatsuma Wada "International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach," Applied Economics, 2014, 46(23) pp.2744-2854.
• Akihiko Noda "A Test of the Adaptive Market Hypothesis using a Time-Varying AR Model in Japan," Finance Research Letters, 2016, 17, pp.66-71.
• Akihiko Noda "A Survey on the Estimation of CCAPMs via Moment Restrictions: The Case of Japan," Keio Economic Studies, 2013, 49, pp.69-91.

Published in Non-Refereed Journals†

• Akihiko Noda "Time-Varying Structure of Market Efficiency in the Japanese Stock Market (in Japanese)," Doshisha University Economic Review, 2014, 65(4), pp.375-390.

Works in Progress†

• Kenichi Hirayama and Akihiko Noda "Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market," [arXiv:1911.04059].
• Kenichi Hirayama and Akihiko Noda "Testing Semi-Strong Form Efficiency of the Prewar Japanese Stock Market" [arXiv:2008.00860].
• Mikio Ito, Kiyotaka Maeda and Akihiko Noda "Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-1939," [arXiv:1704.00985].
• Mikio Ito, Kiyotaka Maeda and Akihiko Noda "Market Integration in the Prewar Japanese Rice Markets," [arXiv:1604.00148].
• Mikio Ito, Akihiko Noda and Tatsuma Wada "An Alternative Estimation Method of a Time-Varying Parameter Model," [arXiv:1707.06837].
• Mikio Ito, Akihiko Noda and Tatsuma Wada "Time-Varying Comovement of Foreign Exchange Markets," [arXiv:1610.04334].
• Akihiko Noda "On the Evolution of Cryptocurrency Market Efficiency," [arXiv:1904..09403].

Presentations†

Conference Presentations†

• Testing Semi-Strong Form Efficiency of the Prewar Japanese Stock Market
  • Japan Society of Monetary Economics 2020 Autumn Meeting (November 2020, Online)
• Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market
  • Western Economic Association International 95th Annual Conference in Denver, U.S. (June 2020)
• On the Time-Varying Efficiency of Cryptocurrency Markets
  • Western Economic Association International 94th Annual Conference in San Francisco, U.S. (June 2019)
• Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-1939
  • Japanese Economic Association 2018 Autumn Meeting at Gakushuin University (September 2018)
  • World Economic History Congress 2018 in Boston, US (July 2018)
  • Western Economic Association International 93rd Annual Conference in Vancouver, Canada (June 2018)
• An Alternative Estimation Method of A Time-Varying Parameter Model
  • Western Economic Association International 92nd Annual Conference in San Diego (June 2017)
  • 1st International Conference on Econometrics and Statistics at The Hong Kong University of Science and Technology (June 2017)
• Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-1939
  • Japanese Economic Association 2017 Autumn Meeting at Aoyama Gakuin University (September 2017)
  • Western Economic Association International 92nd Annual Conference in San Diego (June 2017)
  • Socio-Economic History Society 86th Annual Conference at Keio University (May 2017)
• Market Integration in the Prewar Japanese Rice Markets
  • Japanese Economic Association 2016 Autumn Meeting at Waseda University (September 2016)
  • Western Economic Association International 91st Annual Conference in Portland (June 2016)
  • Socio-Economic History Society 85th Annual Conference at Hokkaido University (June 2016)
• Time-Varying Comovement of Foreign Exchange Markets
  • Western Economic Association International 92nd Annual Conference in San Diego (June 2017)
  • Midwest Econometrics Group 26th Annual Meeting in Illinois (October 2016)
  • Western Economic Association International 91st Annual Conference in Portland (June 2016)
• Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets
  • Western Economic Association International 90th Annual Conference in Honolulu (July 2015)
  • Socio-Economic History Society 84th Annual Conference at Waseda University (May 2015)
• The Integration and Efficiency of the Rice Futures Markets in Prewar Japan
  • Western Economic Association International 89th Annual Conference in Denver (July 2014)
  • Japanese Economic Association 2014 Spring Meeting at Doshisha University (June 2014)
• Futures Premium and Efficiency of the Rice Futures Markets in Prewar Japan
  • Japanese Economic Association 2015 Autumn Meeting at Sophia University (October 2015)
  • Political Economy & Economic History Society 2014 Autumn Meeting at Aoyama Gakuin University (October 2014)
  • Japanese Economic Association 2014 Fall Meeting at Seinan Gakuin University (October 2014)
• International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach
  • Japanese Economic Association 2013 Autumn Meeting at Kanagawa University (September 2013)
  • Western Economic Association International 88th Annual Conference in Seattle (June 2013)
  • 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†

• Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market
  • Institute for Stock Price Index Workshop at Meiji University (August 2019)
• An Alternative Estimation Method of A Time-Varying Parameter Model
  • Sydney Macro Reading Group Workshop at Reserve Bank of Australia (November 2017)
• Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-1939
  • KEO Seminar at Keio University (January 2018)
  • Monetary Economics Workshop at Ryukoku University (July 2017)
• Market Integration in the Prewar Japanese Rice Markets
  • Economic History Seminar at National Taipei University (November 2017)
  • Osaka Workshop in Economic & Business History at Osaka University (November 2017)
  • Keio Economic Observatory Seminar at Keio University (October 2016)
• Futures Premium and Efficiency of the Rice Futures Markets in Prewar Japan
  • Economics Seminar at Doshisha University (October 2014)
  • The Economic Society of Wakayama University & JSPS Joint Seminar in Wakayama (December 2014)
• Dynamic Linkages Between Tokyo and Osaka Rice Futures Markets in Prewar Japan
  • The Economic Society of Wakayama University & JSPS Joint Seminar in Wakayama (September 2013)
• International Stock 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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