![[PukiWiki]](image/meiji.png "[PukiWiki]")
#contents *Dataset [#y5a70215] All data and programs used for this research project are available on request. *Publications [#r326b5f8] **Published in Refereed Journals [#a83d9593] -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 [#ifc1ea6e] -Mikio Ito, Akihiko Noda and Tatsuma Wada "Forward Premium Puzzle and Market Efficiency: A Non-Bayesian Time-Varying Model Approach," mimeo. -Mikio Ito, Kiyotaka Maeda and Akihiko Noda [["Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets,":http://arxiv.org/pdf/1404.1164.pdf]] [arXiv:1404.1164]. -Mikio Ito, Kiyotaka Maeda and Akihiko Noda [["Futures Premium and the Efficiency of the Rice Futures Markets in Prewar Japan,":http://arxiv.org/pdf/1404.5381.pdf]] [arXiv:1404.5381]. -Mikio Ito, Kiyotaka Maeda and Akihiko Noda "Market Integration in the Prewar Japanese Rice Markets," mimeo. *Presentations [#b7b1ab46] **Conference Presentations [#b57764df] -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). **Seminar Presentations [#s87d97a3]
