RH2023

Dataset†

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

Conference†

Publications†

Published in Refereed Journals†

• Takeo Hori, Noritaka Maebayashi, and Keiichi Morimoto "Tax Evasion and Optimal Corporate Income Tax Rates in a Growing Economy," Macroeconomic Dynamics, 2023, 27(3), pp.743-760.
• 平山賢一「株価指数の投資成果は所与か否か ―ベータ・アクティビズムの潮流―」，『マネジメントトレンド（一般社団法人経営研究所）』, 2023年， 第28巻， ７６-89頁．

Works in Progress†

• Koichiro Moriya and Akihiko Noda "On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices" [arXiv:2305.05998].
• Koichiro Moriya and Akihiko Noda "Time Instability of the Fama-French Multifactor Models: An International Evidence" [arXiv:2208.01270].
• Kenichi Hirayama and Akihiko Noda "Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model," [arXiv:2008.00860].
• Kenichi Hirayama and Akihiko Noda "Measuring the Time-Varying Market Efficiency in Prewar and Wartime Japanese Stock Markets, 1924-1943," [arXiv:1911.04059].

Presentations†

Conference Presentations†

• On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices
  • Japan Society of Monetary Economics 2023 Autumn Meeting at Kyushu University (September 2023)
  • Western Economic Association International 98th Annual Conference in Portland, U.S. (July 2023)

• 戦時期の企業金融： 経済新体制確立要綱前後で株主価値や企業価値は変化したのか？
  • 経営史学会第59回全国大会（熊本学園大学， 2023年12月）

Seminar Presentations†

• On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices
  • Meiji Economics Workshop at Meiji University (September 2023)
• Time Instability of the Fama-French Multifactor Models: An International Evidence
  • Institute for Economic Studies Econometric Workshop at Keio University (January 2024)

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