#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)

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