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*Dataset [#y5a70215]
All data and programs used for this research project are available on request.

*Publications [#r326b5f8]
**Published in Refereed Journals [#a83d9593]
-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''', accepted.

**Works in Progress [#ifc1ea6e]
-Mikio Ito, Akihiko Noda and Tatsuma Wada "Forward Premium Puzzle and Market Efficiency: A Non-Bayesian Time-Varying Model Approach," mimeo.
-Mikio Ito, Kiyotaka Maeda and Akihiko Noda [["Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets,":http://arxiv.org/pdf/1404.1164.pdf]] [arXiv:1404.1164].
-Mikio Ito, Kiyotaka Maeda and Akihiko Noda [["Futures Premium and the Efficiency of the Rice Futures Markets in Prewar Japan,":http://arxiv.org/pdf/1404.5381.pdf]] [arXiv:1404.5381].
-Mikio Ito, Kiyotaka Maeda and Akihiko Noda "Market Integration in the Prewar Japanese Rice Markets," mimeo.

*Presentations [#b7b1ab46]

**Conference Presentations [#b57764df]
-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).

**Seminar Presentations [#s87d97a3]



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