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#author("2025-02-03T14:58:28+09:00","default:noda","noda") #author("2025-02-03T14:58:50+09:00","default:noda","noda") #contents *Publications [#x89f7d22] **Published in Refereed Journals [#h02eff49] -Kenichi Hirayama and Akihiko Noda [["Measuring the Time-Varying Market Efficiency in Prewar and Wartime Japanese Stock Markets, 1924-1943,":https://doi.org/10.1111/aehr.12297]] '''''Asia-Pacific Economic History Review''''', forthcoming. **Works in Progress [#udfc50ee] -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]. *Presentations [#j449abb6] -Forecasting Cryptocurrency Returns with a Sparse Dynamic Factor Model --International Joint Conference CFE-CMStatistics in London, U.K. (December 2024) --Midwest Econometrics Group Conference in Lexington, U.S. (November 2024) -A GLS-based Wald Test for Portfolio Efficiency under Serial Correlation --Japan Society of Monetary Economics 2024 Autumn Meeting at Okinawa Convention Center (October 2024) --Western Economic Association International 99th Annual Conference in Seattle, U.S. (July 2024) Time Instability of the Fama-French Multifactor Models: An International Evidence -Time Instability of the Fama-French Multifactor Models: An International Evidence --Japanese Economic Association Autumn Meeting 2024 Autumn Meeting at Fukuoka University (October 2024)
