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#author("2024-05-28T22:26:53+09:00","default:noda","noda") #author("2024-05-28T22:29:30+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] -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]] ''''Asia-Pacific Economic History Review'''', accepted. -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]] '''''Asia-Pacific Economic History Review''''', accepted. **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] **Conference Presentations [#s0a8a7f6] -Time Instability of the Fama-French Multifactor Models: An International Evidence --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]
