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 "International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach," Applied Economics, 46(23) pp.2744-2854.
Works in Progress†
Presentations†
Conference Presentations†
- Dynamic Linkages between Tokyo and Osaka Rice Futures Markets in Prewar Japan
- Western Economic Association International 89th Annual Conference in Denver (July 2014, Scheduled).
- Japanese Economic Association 2014 Spring Meeting at Doshisha University (June 2014).
- Futures Premium and Efficiency of the Rice Futures Markets in Prewar Japan
- Political Economy & Economic History Society 2014 Autumn Meeting at Aoyama Gakuin University (October 2014, Scheduled).
- Japanese Economic Association 2014 Fall Meeting at Seinan Gakuin University (October 2014, Scheduled).
Seminar Presentations†