RH2013

Dataset †

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

Conference †

• The Economic Society of Wakayama University & JSPS Joint Conference in Wakayama
  • Conference Program (in Japanese) wakayama_conference_2013.pdf

Publications †

Published in Refereed Journals †

• Akihiko Noda "A Survey on the Estimation of CCAPMs via Moment Restrictions: The Case of Japan," Keio Economic Studies, 2013, 49, pp.69-91.

Published in Non-Refereed Journals †

• Akihiko Noda "Time-Varying Structure of Market Efficiency in the Japanese Stock Market (in Japanese)," Doshisha University Economic Review, 2014, 65(4), pp.375-390.

Works in Progress †

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 88th Annual Conference in Seattle (June 2013)
  • Japanese Economic Association 2013 Autumn Meeting at Kanagawa University (September 2013)

Seminar Presentations †

• Dynamic Linkages Between Tokyo and Osaka Rice Futures Markets in Prewar Japan
  • The Economic Society of Wakayama University & JSPS Joint Seminar in Wakayama (September 2013)