Follow
Akihiko Noda
Akihiko Noda
School of Commerce, Meiji University
Verified email at meiji.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
1552016
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
119*2016
On the evolution of cryptocurrency market efficiency
A Noda
Applied Economics Letters 28 (6), 433-439, 2021
102*2021
International stock market efficiency: a non-Bayesian time-varying model approach
M Ito, A Noda, T Wada
Applied economics 46 (23), 2744-2754, 2014
892014
The futures premium and rice market efficiency in prewar Japan
M Ito, K Maeda, A Noda
The Economic History Review 71 (3), 909-937, 2018
20*2018
An alternative estimation method for time-varying parameter models
M Ito, A Noda, T Wada
Econometrics 10 (2), 23, 2022
152022
Market efficiency and government interventions in prewar Japanese rice futures markets
M Ito, K Maeda, A Noda
Financial History Review 23 (3), 325-346, 2016
122016
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
Market integration in the prewar Japanese rice markets
M Ito, K Maeda, A Noda
arXiv preprint arXiv:1604.00148, 2016
62016
The GEL estimates resolve the risk-free rate puzzle in Japan
M Ito, A Noda
Applied financial economics 22 (5), 365-374, 2012
52012
CCAPM with Time-Varying Parameters: Some Evidence from Japan
M Ito, A Noda
Keio Economics Society Discussions Paper Series, KESDP, 11-4, 2011
42011
Estimating a Structure of Labor Supply and an Impact of Involuntary Working in Japan (in Japanese)
A Noda, I Yamamoto
Dynamism of Household Behavior in Japan 5, 39-69, 2009
4*2009
Testing the Rational Addiction Model using Japanese Panel Data (in Japanese)
K Kamimura, A Noda
Dynamism of Household Behavior in Japan 7, 91-110, 2011
3*2011
Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach
M Ito, A Noda, T Wada
Mathematics 9 (8), 849, 2021
22021
Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model
K Hirayama, A Noda
arXiv preprint arXiv:2008.00860, 2020
2*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
2*2017
Measuring the time‐varying market efficiency in the prewar and wartime Japanese stock market, 1924–1943
K Hirayama, A Noda
Asia‐Pacific Economic History Review, 2024
1*2024
Estimating the Time-Varying Structures of the Fama-French Multi-Factor Models
A Noda
arXiv preprint arXiv:2208.01270, 2022
12022
A survey on the estimation of CCAPMs via moment restrictions: the case of Japan
A Noda
Keio economic studies 49, 69-91, 2013
12013
On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices
K Moriya, A Noda
arXiv preprint arXiv:2305.05998, 2023
2023
The system can't perform the operation now. Try again later.
Articles 1–20