RH2019

Dataset †

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

Conference †

Publications †

Published in Refereed Journals †

Works in Progress †

• Akihiko Noda "Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market," [arXiv:1911.04059].
• Akihiko Noda "On the Time-Varying Efficiency of Cryptocurrency Markets," [arXiv:1904..09403].
• Mikio Ito, Kiyotaka Maeda and Akihiko Noda "Market Integration in the Prewar Japanese Rice Markets," [arXiv:1604.00148].

Presentations †

Conference Presentations †

• On the Time-Varying Efficiency of Cryptocurrency Markets
  • Western Economic Association International 94th Annual Conference in San Francisco, U.S. (June 2019)

Seminar Presentations †

• Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market
  • Institute for Stock Price Index Workshop at Meiji University (August 2019)