Details about Akihiko Noda

Access statistics for papers by Akihiko Noda.

Last updated 2024-06-08. Update your information in the RePEc Author Service.

Short-id: pno127

Working Papers

2024

1. Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924-1943
   Papers, arXiv.org View citations (1)
2. On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices
   Papers, arXiv.org
3. Time Instability of the Fama-French Multifactor Models: An International Evidence
   Papers, arXiv.org

2021

4. Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model
   Papers, arXiv.org
5. Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic
   Papers, arXiv.org
   See also Journal Article Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic, Economics Bulletin, AccessEcon (2022) (2022)

2020

6. On the Evolution of Cryptocurrency Market Efficiency
   Papers, arXiv.org View citations (14)
   See also Journal Article On the evolution of cryptocurrency market efficiency, Applied Economics Letters, Taylor & Francis Journals (2021) View citations (17) (2021)

2018

7. Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-1939
   Papers, arXiv.org

2017

8. An Alternative Estimation Method of a Time-Varying Parameter Model
   Papers, arXiv.org View citations (2)
9. Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets
   Papers, arXiv.org View citations (1)
   See also Journal Article Market efficiency and government interventions in prewar Japanese rice futures markets, Financial History Review, Cambridge University Press (2016) View citations (3) (2016)
10. Market Integration in the Prewar Japanese Rice Markets
    Papers, arXiv.org View citations (1)
11. The Futures Premium and Rice Market Efficiency in Prewar Japan
    Papers, arXiv.org View citations (4)
    See also Journal Article The futures premium and rice market efficiency in prewar Japan, Economic History Review, Economic History Society (2018) View citations (3) (2018)

2016

12. A Test of the Adaptive Market Hypothesis using a Time-Varying AR Model in Japan
    Papers, arXiv.org View citations (39)
    See also Journal Article A test of the adaptive market hypothesis using a time-varying AR model in Japan, Finance Research Letters, Elsevier (2016) View citations (33) (2016)
13. Time-Varying Comovement of Foreign Exchange Markets
    Papers, arXiv.org View citations (1)

2015

14. The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach
    Papers, arXiv.org View citations (3)
    See also Journal Article The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach, Applied Economics, Taylor & Francis Journals (2016) View citations (37) (2016)

2014

15. International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach
    Papers, arXiv.org View citations (34)
    See also Journal Article International stock market efficiency: a non-Bayesian time-varying model approach, Applied Economics, Taylor & Francis Journals (2014) View citations (34) (2014)

2010

16. Addictive Behavior of Japanese Husbands and Wives
    Keio/Kyoto Joint Global COE Discussion Paper Series, Keio/Kyoto Joint Global COE Program
17. The GEL Estimates Resolve the Risk-free Rate Puzzle in Japan
    Keio/Kyoto Joint Global COE Discussion Paper Series, Keio/Kyoto Joint Global COE Program
    See also Journal Article The GEL estimates resolve the risk-free rate puzzle in Japan, Applied Financial Economics, Taylor & Francis Journals (2012) (2012)

Journal Articles

2022

1. An Alternative Estimation Method for Time-Varying Parameter Models
   Econometrics, 2022, 10, (2), 1-27 View citations (1)
2. Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic
   Economics Bulletin, 2022, 42, (2), 653 - 661
   See also Working Paper Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic, Papers (2021) (2021)

2021

3. On the evolution of cryptocurrency market efficiency
   Applied Economics Letters, 2021, 28, (6), 433-439 View citations (17)
   See also Working Paper On the Evolution of Cryptocurrency Market Efficiency, Papers (2020) View citations (14) (2020)
4. Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach
   Mathematics, 2021, 9, (8), 1-13 View citations (1)

2018

5. The futures premium and rice market efficiency in prewar Japan
   Economic History Review, 2018, 71, (3), 909-937 View citations (3)
   See also Working Paper The Futures Premium and Rice Market Efficiency in Prewar Japan, Papers (2017) View citations (4) (2017)

2016

6. A test of the adaptive market hypothesis using a time-varying AR model in Japan
   Finance Research Letters, 2016, 17, (C), 66-71 View citations (33)
   See also Working Paper A Test of the Adaptive Market Hypothesis using a Time-Varying AR Model in Japan, Papers (2016) View citations (39) (2016)
7. Market efficiency and government interventions in prewar Japanese rice futures markets
   Financial History Review, 2016, 23, (3), 325-346 View citations (3)
   See also Working Paper Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets, Papers (2017) View citations (1) (2017)
8. The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach
   Applied Economics, 2016, 48, (7), 621-635 View citations (37)
   See also Working Paper The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach, Papers (2015) View citations (3) (2015)

2014

9. International stock market efficiency: a non-Bayesian time-varying model approach
   Applied Economics, 2014, 46, (23), 2744-2754 View citations (34)
   See also Working Paper International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach, Papers (2014) View citations (34) (2014)

2012

10. The GEL estimates resolve the risk-free rate puzzle in Japan
    Applied Financial Economics, 2012, 22, (5), 365-374
    See also Working Paper The GEL Estimates Resolve the Risk-free Rate Puzzle in Japan, Keio/Kyoto Joint Global COE Discussion Paper Series (2010) (2010)

2011

11. Testing the "Catching up with the Joneses" Model with Consumption Externality in Japan
    Economics Bulletin, 2011, 31, (2), 1648-1658

2010

12. Measuring the Intertemporal Elasticity of Substitution for Consumption: Some Evidence from Japan
    Economics Bulletin, 2010, 30, (1), 524-533 View citations (5)