#author("2024-04-09T14:11:15+09:00","default:noda","noda") #author("2024-04-09T14:13:15+09:00","default:noda","noda") #contents *Dataset [#a5dbb9ed] All data and programs used for this research project are available on request. *Conference [#ff4dd27b] *Publications [#m15396ff] **Published in Refereed Journals [#ab2b5e60] -Takeo Hori, Noritaka Maebayashi, and Keiichi Morimoto [["Tax Evasion and Optimal Corporate Income Tax Rates in a Growing Economy,":https://doi.org/10.1017/S1365100521000638]] '''''Macroeconomic Dynamics''''', 2023, 27(3), pp.743-760. -平山賢一「株価指数の投資成果は所与か否か ―ベータ・アクティビズムの潮流―」,『マネジメントトレンド(一般社団法人経営研究所)』, 2023年, 第28巻, 76-89頁. **Works in Progress [#m4f3251a] -Koichiro Moriya and Akihiko Noda [["On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices":https://arxiv.org/pdf/2305.05998.pdf]] [arXiv:2305.05998]. -Koichiro Moriya and Akihiko Noda [["Time Instability of the Fama-French Multifactor Models: An International Evidence":https://arxiv.org/pdf/2208.01270.pdf]] [arXiv:2208.01270]. -Kenichi Hirayama and Akihiko Noda [["Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model,":https://arxiv.org/pdf/2008.00860.pdf]] [arXiv:2008.00860]. -Kenichi Hirayama and Akihiko Noda [["Measuring the Time-Varying Market Efficiency in Prewar and Wartime Japanese Stock Markets, 1924-1943,":https://arxiv.org/pdf/1911.04059.pdf]] [arXiv:1911.04059]. *Presentations [#na7f8f5d] **Conference Presentations [#w34178d7] -On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices --Japan Society of Monetary Economics 2023 Autumn Meeting at Kyushu University (September 2023) --Western Economic Association International 98th Annual Conference in Portland, U.S. (July 2023) -戦時期の企業金融: 経済新体制確立要綱前後で株主価値や企業価値は変化したのか? --経営史学会第59回全国大会(熊本学園大学, 2023年12月) **Seminar Presentations [#fb5fd06c] -On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices --Meiji Economics Workshop at Meiji University (September 2023) -Time Instability of the Fama-French Multifactor Models: An International Evidence --Institute for Economic Studies Econometric Workshop at Keio University (January 2024)