RH2015

Dataset †

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

Publications †

Published in Refereed Journals †

• Mikio Ito, Akihiko Noda and Tatsuma Wada "The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach," Applied Economics, 48(7) pp.621-635.
• Akihiko Noda "A Test of the Adaptive Market Hypothesis using a Time-Varying AR Model in Japan," Finance Research Letters, 17, pp.66-71.

Works in Progress †

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

Presentations †

Conference Presentations †

• Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets
  • Western Economic Association International 90th Annual Conference in Honolulu (July 2015)
  • Socio-Economic History Society 84th Annual Conference at Waseda University (May 2015)
• Futures Premium and the Efficiency of the Rice Futures Markets in Prewar Japan
  • Japanese Economic Association 2015 Autumn Meeting at Sophia University (October 2015)