RH2012-20 の履歴(No.1)

• 履歴一覧
• 差分 を表示
• 現在との差分 を表示
• ソース を表示
• RH2012-20 へ行く。
  • 1 (2023-08-19 (土) 23:30:06)

Dataset†

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

Publications†

Published in Refereed Journals†

• 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†

• Mikio Ito, Akihiko Noda and Tatsuma Wada "The Evolution of Market Efficiency and Its Periodicity: A Non-Bayesian Time-Varying Model Approach," [arXiv:1202.0100] submitted.
• Mikio Ito, Akihiko Noda and Tatsuma Wada "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") [arXiv:1203.5176] submitted.

Presentations†

Conference Presentations†

• The Economic Society of Wakayama University & JSPS Joint Conference in Wakayama
  • Conference Program (in Japanese) &ref(): File not found: "wakayama_conference_2013.pdf" at page "RH2012-20";

• 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)

• 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 88th Annual Conference in Seattle (June 2013)
  • Japanese Economic Association 2013 Autumn Meeting at Kanagawa University (September 2013)

Seminar Presentations†

• 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)

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)