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#contents #author("2023-08-19T23:35:01+09:00","default:noda","noda") *Dataset [#n0a2aadc] All data and programs used for this research project are available on request. *Publications [#v058bd64] **Published in Refereed Journals [#j5cb84fa] -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''''', 17, pp.66-71. **Works in Progress [#l32b14a0] -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]. *Presentations [#vdf42c90] **Conference Presentations [#lb2b71d7] -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)
