RH2020

Dataset †

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

Conference †

Publications †

Published in Refereed Journals †

• Akihiko Noda "On the Evolution of Cryptocurrency Market Efficiency," Applied Economics Letters, forthcoming.

Works in Progress †

• Kenichi Hirayama and Akihiko Noda "Testing Semi-Strong Form Efficiency of the Prewar Japanese Stock Market" [arXiv:2008.00860].
• Akihiko Noda "Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market," [arXiv:1911.04059].
• Mikio Ito, Kiyotaka Maeda and Akihiko Noda "Market Integration in the Prewar Japanese Rice Markets," [arXiv:1604.00148].

Presentations †

Conference Presentations †

• Testing Semi-Strong Form Efficiency of the Prewar Japanese Stock Market
  • Japan Society of Monetary Economics 2020 Autumn Meeting (November 2020, Online)
• Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market
  • Western Economic Association International 95th Annual Conference in Denver, U.S. (June 2020. scheduled)

Seminar Presentations †