RH2014

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_2014.pdf

Publications †

Published in Refereed Journals †

• Mikio Ito, Akihiko Noda and Tatsuma Wada "International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach," Applied Economics, 46(23) pp.2744-2854.

Works in Progress †

• Mikio Ito, Kiyotaka Maeda and Akihiko Noda "The Integration and Efficiency of the Rice Futures Markets in Prewar Japan," [arXiv:1404.1164].
• Mikio Ito, Kiyotaka Maeda and Akihiko Noda "Futures Premium and Efficiency of the Rice Futures Markets in Prewar Japan," [arXiv:1404.5381].

Presentations †

Conference Presentations †

• The Integration and Efficiency of the Rice Futures Markets in Prewar Japan
  • Western Economic Association International 89th Annual Conference in Denver (July 2014)
  • Japanese Economic Association 2014 Spring Meeting at Doshisha University (June 2014)
• Futures Premium and Efficiency of the Rice Futures Markets in Prewar Japan
  • Political Economy & Economic History Society 2014 Autumn Meeting at Aoyama Gakuin University (October 2014)
  • Japanese Economic Association 2014 Fall Meeting at Seinan Gakuin University (October 2014)

Seminar Presentations †

• Futures Premium and Efficiency of the Rice Futures Markets in Prewar Japan
  • Economics Seminar at Doshisha University (October 2014)
  • The Economic Society of Wakayama University & JSPS Joint Seminar in Wakayama (December 2014)