RH2024 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
• RH2024 へ行く。
  • 1 (2024-04-09 (火) 14:18:56)
  • 2 (2024-04-09 (火) 14:20:04)

Dataset†

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

Conference†

Publications†

Published in Refereed Journals†

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†

• Time Instability of the Fama-French Multifactor Models: An International Evidence
  • Japan Society of Monetary Economics 2023 Autumn Meeting at (October 2024)
  • Western Economic Association International 99th Annual Conference in Seattle, U.S. (July 2024)

Seminar Presentations†