RH2012

Dataset †

All data and programs used for this research project are available on request.

Publications †

Published in Refereed Journals †

Works in Progress †

• Mikio Ito, Akihiko Noda and Tatsuma Wada "The Evolution of Market Efficiency and Its Periodicity: A Non-Bayesian Time-Varying Model Approach," [arXiv:1202.0100] submitted.
• Mikio Ito, Akihiko Noda and Tatsuma Wada "International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach (Previously circulated as "Stock Market Linkages and Market Efficiency: A Non-Bayesian Time-Varying Model Approach") [arXiv:1203.5176] submitted.

Presentations †

Conference Presentations †

• International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach (Previously circulated as "Stock Market Linkages and Market Efficiency: A Non-Bayesian Time-Varying Model Approach")
  • Western Economic Association International 10th Biennial Pacific Rim Conference in Tokyo (March 2013)
  • Japanese Economic Association 2012 Autumn Meeting at Kyushu Sangyo University (Octorber 2012)
• The Evolution of Market Efficiency and its Periodicity: A Non-Bayesian Time-Varying Model Approach
  • Western Economic Association International 87th Annual Conference in San Francisco (June 2012)
  • Nippon Finance Association 2012 Annual Meeting at Hitotsubashi University (May 2012)

Seminar Presentations †

• International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach (Previously circulated as "Stock Market Linkages and Market Efficiency: A Non-Bayesian Time-Varying Model Approach")
  • Economic Seminar at Chukyo University Institute of Economics (Octorber 2012)
• A Test of the Adaptive Market Hypothesis using Non-Bayesian Time-Varying AR Model in Japan
  • Economics Seminar at Doshisha University (July 2012)