Akihiko NODA
Akihiko NODA
Associate Professor, Kyoto Sangyo University
Verified email at cc.kyoto-su.ac.jp - Homepage
Title
Cited by
Cited by
Year
A Test of the Adaptive Market Hypothesis using a Time-Varying AR Model in Japan
A Noda
Finance Research Letters 17, 66-71, 2016
662016
The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach
M Ito, A Noda, T Wada
Applied Economics 48 (7), 621-635, 2016
55*2016
International stock market efficiency: a non-Bayesian time-varying model approach
M Ito, A Noda, T Wada
Applied Economics 46 (23), 2744-2754, 2014
472014
Online Appendix International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach
M Ito, A Noda, T Wada
47*
Measuring the intertemporal elasticity of substitution for consumption: some evidence from Japan
A Noda, S Sugiyama
Economics Bulletin 30 (1), 524-533, 2010
11*2010
The Futures Premium and Rice Market Efficiency in Prewar Japan
M Ito, K Maeda, A Noda
Economic History Review 71 (3), 909-937, 2018
6*2018
An Alternative Estimation Method of a Time-Varying Parameter Model
M Ito, A Noda, T Wada
arXiv preprint arXiv:1707.06837, 2017
62017
Market efficiency and government interventions in prewar Japanese rice futures markets
M Ito, K Maeda, A Noda
arXiv preprint arXiv:1404.1164, 2014
62014
On the evolution of cryptocurrency market efficiency
A Noda
Applied Economics Letters, 1-7, 2020
5*2020
The GEL estimates resolve the risk-free rate puzzle in Japan
M Ito, A Noda
Applied Financial Economics 22 (5), 365-374, 2012
42012
Market Integration in the Prewar Japanese Rice Markets
M Ito, K Maeda, A Noda
arXiv preprint arXiv:1604.00148, 2016
32016
CCAPM with Time-Varying Parameters: Some Evidence from Japan
M Ito, A Noda
Keio Economics Society Discussions Paper Series, KESDP 11-4., 2011
22011
Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market
A Noda
arXiv preprint arXiv:1911.04059, 2019
12019
Testing Semi-Strong Form Efficiency of the Prewar Japanese Stock Market
K Hirayama, A Noda
arXiv preprint arXiv:2008.00860, 2020
2020
Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-1939
M Ito, K Maeda, A Noda
arXiv preprint arXiv:1704.00985, 2017
2017
Time-Varying Comovement of Foreign Exchange Markets
M Ito, A Noda, T Wada
arXiv preprint arXiv:1610.04334, 2016
2016
Dynamic Linkages between Tokyo and Osaka Rice Futures Markets in Prewar Japan
M Ito, K Maeda, A Noda
arXiv preprint arXiv:1404.1164, 2014
2014
日本の株式市場における市場効率性の時変構造
野田顕彦
經濟學論叢 65 (4), 997-1012, 2014
2014
A survey on the estimation of CCAPMs via moment restrictions: the case of Japan
A Noda
Keio economic studies 49, 69-91, 2013
2013
Testing the" Catching up with the Joneses" Model with Consumption Externality in Japan''
A Noda
Economics Bulletin 31 (2), 1648-1658, 2011
2011
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