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


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


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)

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Last-modified: 2017-01-12 (木) 22:23:54 (2335d)