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#author("2023-08-20T00:26:29+09:00","default:noda","noda") #author("2023-08-20T00:29:39+09:00","default:noda","noda") #contents *Dataset [#i3f45b60] All data and programs used for this research project are available on request. *Conference [#qe712b6d] -3rd International Conference on Economic History “Crossroads of Globalization: Market Making in Modern East Asia” at Keio University, Tokyo Japan (June 2018). -2nd International Conference on Economic History “Growth and Developing Process of Markets during the Modernization in East Asia” at Kyoto Sangyo University, Kyoto Japan (June 2017). -1st International Conference on Economic History “Market Integration during the Modernization in East Asia” at Keimyung University, Korea (February 2017). -The Economic Society of Wakayama University & JSPS Joint 2nd Conference in Wakayama (December 2014). -The Economic Society of Wakayama University & JSPS Joint 1st Conference in Wakayama (September 2013). *Publications [#tc5d2889] **Published in Refereed Journals [#b3745a75] -Mikio Ito, Kiyotaka Maeda and Akihiko Noda "The Futures Premium and Rice Market Efficiency in Prewar Japan," '''''Economic History Review''''', 2018, 71(3), pp.709-937. -Mikio Ito, Kiyotaka Maeda and Akihiko Noda "Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets," '''''Financial History Review''''', 2016, 23(3) pp.325-346. -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''''', 2016, 48(7) pp.621-635. -Mikio Ito, Akihiko Noda and Tatsuma Wada "International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach," '''''Applied Economics''''', 2014, 46(23) pp.2744-2854. -Akihiko Noda "A Test of the Adaptive Market Hypothesis using a Time-Varying AR Model in Japan," '''''Finance Research Letters''''', 2016, 17, pp.66-71. -Akihiko Noda "A Survey on the Estimation of CCAPMs via Moment Restrictions: The Case of Japan," '''''Keio Economic Studies''''', 2013, 49, pp.69-91. **Published in Non-Refereed Journals [#e4fecfe5] -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 [#xf4392f1] -Kenichi Hirayama and Akihiko Noda [["Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market,":https://arxiv.org/pdf/1911.04059.pdf]] [arXiv:1911.04059]. -Kenichi Hirayama and Akihiko Noda [["Testing Semi-Strong Form Efficiency of the Prewar Japanese Stock Market":https://arxiv.org/pdf/2008.00860.pdf]] [arXiv:2008.00860]. -Mikio Ito, Kiyotaka Maeda and Akihiko Noda [["Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-1939,":https://arxiv.org/pdf/1704.00985.pdf]] [arXiv:1704.00985]. -Mikio Ito, Kiyotaka Maeda and Akihiko Noda [["Market Integration in the Prewar Japanese Rice Markets,":http://arxiv.org/pdf/1604.00148.pdf]] [arXiv:1604.00148]. -Mikio Ito, Akihiko Noda and Tatsuma Wada [["An Alternative Estimation Method of a Time-Varying Parameter Model,":https://arxiv.org/pdf/1707.06837.pdf]] [arXiv:1707.06837]. -Mikio Ito, Akihiko Noda and Tatsuma Wada [["Time-Varying Comovement of Foreign Exchange Markets,":https://arxiv.org/pdf/1610.04334.pdf]] [arXiv:1610.04334]. -Akihiko Noda [["On the Evolution of Cryptocurrency Market Efficiency,":https://arxiv.org/pdf/1904.09403.pdf]] [arXiv:1904..09403]. *Presentations [#d05b6589] **Conference Presentations [#v864082d] -Testing Semi-Strong Form Efficiency of the Prewar Japanese Stock Market --Japan Society of Monetary Economics 2020 Autumn Meeting (November 2020, Online) -Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market --Western Economic Association International 95th Annual Conference in Denver, U.S. (June 2020) -On the Time-Varying Efficiency of Cryptocurrency Markets --Western Economic Association International 94th Annual Conference in San Francisco, U.S. (June 2019) -Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-1939 --Japanese Economic Association 2018 Autumn Meeting at Gakushuin University (September 2018) --World Economic History Congress 2018 in Boston, US (July 2018) --Western Economic Association International 93rd Annual Conference in Vancouver, Canada (June 2018) -An Alternative Estimation Method of A Time-Varying Parameter Model --Western Economic Association International 92nd Annual Conference in San Diego (June 2017) --1st International Conference on Econometrics and Statistics at The Hong Kong University of Science and Technology (June 2017) -Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-1939 --Japanese Economic Association 2017 Autumn Meeting at Aoyama Gakuin University (September 2017) --Western Economic Association International 92nd Annual Conference in San Diego (June 2017) --Socio-Economic History Society 86th Annual Conference at Keio University (May 2017) -Market Integration in the Prewar Japanese Rice Markets --Japanese Economic Association 2016 Autumn Meeting at Waseda University (September 2016) --Western Economic Association International 91st Annual Conference in Portland (June 2016) --Socio-Economic History Society 85th Annual Conference at Hokkaido University (June 2016) -Time-Varying Comovement of Foreign Exchange Markets --Western Economic Association International 92nd Annual Conference in San Diego (June 2017) --Midwest Econometrics Group 26th Annual Meeting in Illinois (October 2016) --Western Economic Association International 91st Annual Conference in Portland (June 2016) -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) -The Integration and Efficiency of the Rice Futures Markets in Prewar Japan --Western Economic Association International 89th Annual Conference in Denver (July 2014) --Japanese Economic Association 2014 Spring Meeting at Doshisha University (June 2014) -Futures Premium and Efficiency of the Rice Futures Markets in Prewar Japan --Japanese Economic Association 2015 Autumn Meeting at Sophia University (October 2015) --Political Economy & Economic History Society 2014 Autumn Meeting at Aoyama Gakuin University (October 2014) --Japanese Economic Association 2014 Fall Meeting at Seinan Gakuin University (October 2014) -International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach --Japanese Economic Association 2013 Autumn Meeting at Kanagawa University (September 2013) --Western Economic Association International 88th Annual Conference in Seattle (June 2013) --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 [#pbf1bc38] -Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market --Institute for Stock Price Index Workshop at Meiji University (August 2019) -An Alternative Estimation Method of A Time-Varying Parameter Model --Sydney Macro Reading Group Workshop at Reserve Bank of Australia (November 2017) -Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-1939 --KEO Seminar at Keio University (January 2018) --Monetary Economics Workshop at Ryukoku University (July 2017) -Market Integration in the Prewar Japanese Rice Markets --Economic History Seminar at National Taipei University (November 2017) --Osaka Workshop in Economic & Business History at Osaka University (November 2017) --Keio Economic Observatory Seminar at Keio University (October 2016) -Futures Premium and Efficiency of the Rice Futures Markets in Prewar Japan --Economics Seminar at Doshisha University (October 2014) --The Economic Society of Wakayama University & JSPS Joint Seminar in Wakayama (December 2014) -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) -International Stock 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)
