MTVEML2012 のバックアップの現在との差分(No.7)

• バックアップ一覧
• ソース を表示
• バックアップ を表示
• MTVEML2012 は削除されています。
  • 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)

• 追加された行はこの色です。
• 削除された行はこの色です。

#contents

*Dataset [#d4b2b691]
All data and programs used for this research project are available on request.

*Publications [#a84af4e7]
**Published in Refereed Journals [#bcaad3b2]
-Akihiko Noda "An Empirical Survey on the Standard CCAPM via Moment Restriction Models in Japan," '''Keio Economic Studies''', forthcoming.

**Works in Progress [#gf801ff7]
-Mikio Ito, Akihiko Noda and Tatsuma Wada [["The Evolution of Market Efficiency and Its Periodicity: A Non-Bayesian Time-Varying Model Approach,":http://arxiv.org/pdf/1202.0100.pdf]] submitted.
-Mikio Ito, Akihiko Noda and Tatsuma Wada [["Stock Market Linkages and Market Efficiency: A Non-Bayesian Time-Varying Model Approach,":http://arxiv.org/pdf/1203.5176.pdf]] [arXiv:1203.5176].
-Mikio Ito, Akihiko Noda and Tatsuma Wada [["Time-Varying Market Efficiency and Trading Volume: Some Evidence from Japanese Stock Markets,":http://arxiv.org/pdf/1207.1842.pdf]] [arXiv:1207.1842].

*Presentations [#d05b6589]

**Conference Presentations [#v864082d]

-Stock Market Linkages and Market Efficiency: A Non-Bayesian Time-Varying Model Approach
--Western Economic Association International 10th Biennial Pacific Rim Conference in Tokyo (March 2013).
--Japanese Economic Association 2012 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 87th Annual Conference in San Francisco (June 2012).
--Nippon Finance Association 2012 Annual Meeting at Hitotsubashi University (May 2012).

**Seminar Presentations [#eaba0e70]

-Stock Market Linkages and Market Efficiency: A Non-Bayesian Time-Varying Model Approach
--Economic Seminar at Chukyo University Institute of Economics (Octorber 2012).
-Time-Varying Market Efficiency and Trading Volume: Some Evidence from Japanese Stock Markets
--Economics Seminar at Doshisha University (July 2012).