RH2015 の履歴(No.4)

• 履歴一覧
• ソース を表示
• RH2015 は削除されています。
  • 1 (2016-02-01 (月) 22:43:43)
  • 2 (2016-02-01 (月) 23:04:50)
  • 3 (2016-05-23 (月) 22:06:36)
  • 4 (2016-10-17 (月) 21:31:19)
  • 5 (2016-11-27 (日) 11:29:12)
  • 6 (2017-01-12 (木) 22:23:54)
  • 7 (2023-08-19 (土) 23:35:01)

Dataset†

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

Publications†

Published in Refereed Journals†

• 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, 48(7) pp.621-635.
• Akihiko Noda "A Test of the Adaptive Market Hypothesis using a Time-Varying AR Model in Japan," Finance Research Letters, accepted.

Works in Progress†

• Mikio Ito, Kiyotaka Maeda and Akihiko Noda "Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets," [arXiv:1404.1164].
• Mikio Ito, Kiyotaka Maeda and Akihiko Noda "Futures Premium and the Efficiency of the Rice Futures Markets in Prewar Japan," [arXiv:1404.5381].

Presentations†

Conference Presentations†

• 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)
• Futures Premium and the Efficiency of the Rice Futures Markets in Prewar Japan
  • Japanese Economic Association 2015 Autumn Meeting at Sophia University (October 2015)