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



Published in Refereed Journals

Works in Progress


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)

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Last-modified: 2020-04-04 (土) 01:14:01 (1158d)