Dataset†
All data and programs used for this research project are available on request.
Conference†
- The Economic Society of Wakayama University & JSPS Joint Conference in Wakayama
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.
- 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†
Presentations†
Conference 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")
- 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)