#contents
#author("2023-08-19T23:30:33+09:00","default:noda","noda")

*Dataset [#d4b2b691]
All data and programs used for this research project are available on request.

*Publications [#a84af4e7]
**Published in Refereed Journals [#bcaad3b2]

**Works in Progress [#gf801ff7]
-Mikio Ito, Akihiko Noda and Tatsuma Wada [["The Evolution of Market Efficiency and Its Periodicity: A Non-Bayesian Time-Varying Model Approach,":http://arxiv.org/pdf/1202.0100.pdf]]  [arXiv:1202.0100] submitted.
-Mikio Ito, Akihiko Noda and Tatsuma Wada [["International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach:http://arxiv.org/pdf/1203.5176.pdf]] (Previously circulated as "Stock Market Linkages and Market Efficiency: A Non-Bayesian Time-Varying Model Approach") [arXiv:1203.5176] submitted.

*Presentations [#d05b6589]

**Conference Presentations [#v864082d]

-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 10th Biennial Pacific Rim Conference in Tokyo (March 2013)
--Japanese Economic Association 2012 Autumn Meeting at Kyushu Sangyo University (Octorber 2012)
-The Evolution of Market Efficiency and its Periodicity: A Non-Bayesian Time-Varying Model Approach
--Western Economic Association International 87th Annual Conference in San Francisco (June 2012)
--Nippon Finance Association 2012 Annual Meeting at Hitotsubashi University (May 2012)

**Seminar Presentations [#eaba0e70]

-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")
--Economic Seminar at Chukyo University Institute of Economics (Octorber 2012)
-A Test of the Adaptive Market Hypothesis using Non-Bayesian Time-Varying AR Model in Japan
--Economics Seminar at Doshisha University (July 2012)


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