| A test of the adaptive market hypothesis using a time-varying AR model in Japan A Noda Finance Research Letters 17, 66-71, 2016 | 155 | 2016 |
| 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 | 89 | 2014 |
| 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 | 15 | 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 | 12 | 2016 |
| 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 | 6 | 2016 |
| The GEL estimates resolve the risk-free rate puzzle in Japan M Ito, A Noda Applied financial economics 22 (5), 365-374, 2012 | 5 | 2012 |
| CCAPM with Time-Varying Parameters: Some Evidence from Japan M Ito, A Noda Keio Economics Society Discussions Paper Series, KESDP, 11-4, 2011 | 4 | 2011 |
| 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 | 2 | 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 | 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 | 1 | 2022 |
| A survey on the estimation of CCAPMs via moment restrictions: the case of Japan A Noda Keio economic studies 49, 69-91, 2013 | 1 | 2013 |
| 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 |
Tatsuma WadaKeio UniversityVerified email at keio.jp
Tatsuma WadaKeio UniversityVerified email at keio.jp