RH2024 の変更点

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#author("2024-04-09T14:18:56+09:00","default:noda","noda")
#author("2024-04-09T14:20:04+09:00","default:noda","noda")
#contents

*Dataset [#fafd7771]
All data and programs used for this research project are available on request.

*Conference [#d15efae4]

*Publications [#x89f7d22]
**Published in Refereed Journals [#h02eff49]

**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].
-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 [#j449abb6]

**Conference Presentations [#s0a8a7f6]
-Time Instability of the Fama-French Multifactor Models: An International Evidence
--Japan Society of Monetary Economics 2023 Autumn Meeting at  (October 2024)
--Western  Economic  Association  International  99th  Annual Conference in Seattle,  U.S. (July  2024)
--Japan Society of Monetary Economics 2024 Autumn Meeting at Okinawa Convention Center (October 2024, scheduled)
--Western  Economic  Association  International  99th  Annual Conference in Seattle,  U.S. (July  2024, scheduled)

**Seminar Presentations [#m9cd0e98]