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



Published in Refereed Journals

Works in Progress


Conference Presentations

  • Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model
    • Japanese Economic Association 2022 Autumn Meeting at Keio University (October 2022)
  • Estimating the Time-Varying Structure of Fama-French Multi-Factor Models
    • Western Economic Association International 97th Annual Conference in Portland, U.S. (June 2022)

Seminar Presentations

  • Measuring the Time-Varying Market Efficiency in Prewar Japanese Stock Markets, 1924-1943
    • Institute for Economic Studies Econometric Workshop at Keio University (December 2022)

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Last-modified: 2022-12-13 (火) 16:51:05 (174d)