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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
892016
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
75*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
622014
On the evolution of cryptocurrency market efficiency
A Noda
Applied Economics Letters 28 (6), 433-439, 2021
28*2021
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
11*2018
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
An Alternative Estimation Method for Time-Varying Parameter Models
M Ito, A Noda, T Wada
Econometrics 10 (2), 23, 2022
9*2022
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
82016
Market Integration in the Prewar Japanese Rice Markets
M Ito, K Maeda, A Noda
arXiv preprint arXiv:1604.00148, 2016
52016
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
Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market
K Hirayama, A Noda
3*2019
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
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
12017
A survey on the estimation of CCAPMs via moment restrictions: the case of Japan
A Noda
Keio economic studies 49, 69-91, 2013
12013
Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic
A Noda
arXiv preprint arXiv:2109.02933, 2021
2021
Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model
K Hirayama, A Noda
arXiv preprint arXiv:2008.00860, 2020
2020
Time-Varying Structure of Market Efficiency in the Japanese Stock Market (in Japanese)
A Noda
Doshisha University Economic Review 65 (4), 997-1012, 2014
2014
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