MTVEML2012 のバックアップ(No.4)

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  • 1 (2012-08-14 (火) 00:23:01)
  • 2 (2012-08-16 (木) 12:22:46)
  • 3 (2012-08-26 (日) 18:15:11)
  • 4 (2012-08-30 (木) 01:32:50)
  • 5 (2012-09-29 (土) 02:30:02)
  • 6 (2012-12-28 (金) 04:29:07)
  • 7 (2013-03-29 (金) 01:35:26)

Dataset†

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

Publications†

Published in Refereed Journals†

Submitted Papers†

• Akihiko Noda "A Test of the Adaptive Market Hypothesis using Non-Bayesian Time-Varying AR Model in Japan", submitted.
• Akihiko Noda "An Empirical Survey on the Standard CCAPM via Moment Restriction Models in Japan", revised and resubmitted.
• Mikio Ito and Akihiko Noda "The Evolution of Market Efficiency and its Periodicity: A Non-Bayesian Time-Varying Model Approach", submitted.

Discussion/Working Papers†

• Akihiko Noda "A Test of the Adaptive Market Hypothesis using Non-Bayesian Time-Varying AR Model in Japan", [arXiv:1207.1842].
• Akihiko Noda "Dynamic Intranational Stock Market Linkages and Market Efficiency in China: A Non-Bayesian Time-Varying VAR Model Approach", [arXiv:1207.1842].
• Mikio Ito and Akihiko Noda "Dynamic Stock Market Linkages and Market Efficiency: A Non-Bayesian Time-Varying Model Approach", [arXiv:1203.5176].
• Mikio Ito and Akihiko Noda "The Evolution of Market Efficiency and its Periodicity: A Non-Bayesian Time-Varying Model Approach", [arXiv:1202.0100].

Presentations†

Conference Presentations†

• Dynamic Stock Market Linkages and Market Efficiency: A Non-Bayesian Time-Varying Model Approach
  • Japanese Economic Association 2011 Autumn Meeting at Kyushu Sangyo University (Octorber 2012).
• The Evolution of Market Efficiency and its Periodicity: A Non-Bayesian Time-Varying Model Approach
  • Western Economic Association International Annual Conference in San Francisco (June 2012).
  • Nippon Finance Association 2012 Annual Meeting at Hitotsubashi University (May 2012).

Seminar Presentations†

• Dynamic Stock Market Linkages and Market Efficiency: A Non-Bayesian Time-Varying Model Approach
  • Economic Seminar at Chukyo University Institute of Economics (Octorber 2012).
• A Test of the Adaptive Market Hypothesis using Non-Bayesian Time-Varying AR Model in Japan
  • Economics Seminar at Doshisha University (July 2012).