Noda Akihiko 野田顕彦

… Alternative Names

NODA Akihiko 野田顕彦

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Researcher Number	80610112
Other IDs	https://orcid.org/0000-0001-8073-8686
Affiliation (Current)	2025: 明治大学, 商学部, 専任教授
Affiliation (based on the past Project Information) *help	2023 – 2024: 明治大学, 商学部, 専任教授 2021 – 2022: 明治大学, 商学部, 専任准教授 2015 – 2020: 京都産業大学, 経済学部, 准教授 2014: 和歌山大学, 経済学部, 准教授 2012 – 2013: 和歌山大学, 経済学部, 講師
Review Section/Research Field	Principal Investigator Basic Section 07060:Money and finance-related / Sections That Are Subject to Joint Review: Basic Section07030:Economic statistics-related , Basic Section07060:Money and finance-related / Basic Section 07030:Economic statistics-related / Money/ Finance / Public finance/Monetary economics Except Principal Investigator Money/ Finance / Basic Section 07070:Economic history-related / Economic history
Keywords	Principal Investigator 市場効率性 / 計量ファイナンス / 状態空間モデル / 朝鮮米 / 外米代用受渡 / 大阪堂島米穀取引所 / 東京米穀商品取引所 / 市場統合 / 日本経済史 / 適応的市場仮説 … More / 情報の不完全性 / 大災害リスク / 超長期時系列データ / 時系列解析 / 裁定価格理論 / 投資効果 / 収益性効果 / モメンタム効果 / バリュー効果 / 小型株効果 / 一般化最小2乗法 / マルチファクターモデル / 政府介入 / 裁量性 / 米穀統制法 / 米穀法 / 先物取引 / 米騒動 / 東京深川市場 / 植民地米 / 東京深川正米市場 / 計量経済学 / ファイナンス … More Except Principal Investigator 時変計量経済モデル / 取引所経営 / 情報効率性 / 計量ファイナンス / 日本経済史 / ベクトル誤差修正モデル / 先物プレミアムパズル / 外国為替市場 / 市場統合速度 / 株式取引所 / 朝鮮 / 営業報告書 / 大阪株式取引所 / 東京株式取引所 / 商品取引所 / 先物取引 / 堂島米市場文書 / 米穀政策 / 大阪堂島米穀取引所 / 経済統計学 / 金融論 / ブートストラップ法 / LASSO / 構造変化 / 仮想資産 / スパース回帰 / 市場調整速度 / バンドスペクトラル回帰 / スパース回帰モデル / 構造変化推定 / 為替レート予測 / 為替市場 / 市場統合 / 市場効率性 Less

Comprehensive Studies on the Pricing Mechanism in the Prewar Japanese Stock MarketPrincipal Investigator
- Principal Investigator
  
  野田顕彦
- Project Period (FY)
  2023 – 2027
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07060:Money and finance-related
  Basic Section 07030:Economic statistics-related
  Sections That Are Subject to Joint Review: Basic Section07030:Economic statistics-related , Basic Section07060:Money and finance-related
- Research Institution
  Meiji University
A Study on the Relationship between Time-Varying Structure of Anomalies and Speculative Bubbles in International Stock MarketsPrincipal Investigator
- Principal Investigator
  
  Noda Akihiko
- Project Period (FY)
  2019 – 2023
- Research Category
  
  Grant-in-Aid for Early-Career Scientists
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Meiji University
  Kyoto Sangyo University
Quantitative analysis on integration and price formation of Tokyo and Osaka stock markets before the Second World War
- Principal Investigator
  
  Hanai Shunsuke
- Project Period (FY)
  2018 – 2020
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07070:Economic history-related
- Research Institution
  Waseda University
Forecasting Exchange Rates using Time-Varying Econometric Models
- Principal Investigator
  
  Ito Mikio
- Project Period (FY)
  2017 – 2020
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Money/ Finance
- Research Institution
  Keio University
Price formation and market management in commodity exchanges after World War I: Empirical research by using the Dojima Kome Shijo Monjo
- Principal Investigator
  
  Maeda Kiyotaka
- Project Period (FY)
  2017 – 2019
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic history
- Research Institution
  Keio University
  Seinan Gakuin University
A Study on Time-Varying Structure of Market Integration and Market Efficiency in Modern Period: The Case of Rice Markets in Japan and Colonized KoreaPrincipal Investigator
- Principal Investigator
  
  NODA Akihiko
- Project Period (FY)
  2015 – 2017
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Money/ Finance
- Research Institution
  Kyoto Sangyo University
A Study for the Time-Varying Structure of Foreign Exchange Markets using Non-Bayesian Time-Varying Econometric Models
- Principal Investigator
  
  Ito Mikio
- Project Period (FY)
  2014 – 2016
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Money/ Finance
- Research Institution
  Keio University
Measuring the Time-Varying Efficiency and Market Linkages in Modern Japanese Rice MarketsPrincipal Investigator
- Principal Investigator
  
  NODA Akihiko
- Project Period (FY)
  2012 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Wakayama University

All 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 Other

All Journal Article Presentation

[Journal Article] On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices2023
- Author(s)
  Koichiro Moriya and Akihiko Noda
- Journal Title
  
  arXiv.org Statistical Finance
  
  Volume: - Pages: 1-23
- Open Access
- Data Source
  KAKENHI-PROJECT-19K13747
[Journal Article] On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices2023
- Author(s)
  Koichiro Moriya and Akihiko Noda
- Journal Title
  
  arXiv.org Statistical Finance
  
  Volume: - Pages: 1-23
- Open Access
- Data Source
  KAKENHI-PROJECT-23K25535
[Journal Article] An Alternative Estimation Method for Time-Varying Parameter Models2022
- Author(s)
  Mikio Ito, Akihiko Noda, and Tatsuma Wada
- Journal Title
  
  Econometrics
  
  Volume: 10(2) Issue: 2 Pages: 23-23
- DOI
  10.3390/econometrics10020023
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-19K13747, KAKENHI-PROJECT-20K01775
[Journal Article] Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic2022
- Author(s)
  Akihiko Noda
- Journal Title
  
  Economics Bulletin
  
  Volume: Accepted
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-19K13747
[Journal Article] Estimating the Time-Varying Structures of the Fama-French Multi-Factor Models2022
- Author(s)
  Akihiko Noda
- Journal Title
  
  arXiv, Statistical Finance
  
  Volume: - Pages: 1-61
- Open Access
- Data Source
  KAKENHI-PROJECT-19K13747
[Journal Article] Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach2021
- Author(s)
  Mikio Ito, Akihiko Noda, Tatsuma Wada
- Journal Title
  
  Mathematics
  
  Volume: 9 Issue: 8 Pages: 1-13
- DOI
  10.3390/math9080849
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-20K01775, KAKENHI-PROJECT-17K03709, KAKENHI-PROJECT-17K03809, KAKENHI-PROJECT-19K13747
[Journal Article] Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model2020
- Author(s)
  Kenichi Hirayama and Akihiko Noda
- Journal Title
  
  Quantitative Finance Papers [arXiv:2008.00860]
  
  Volume: － Pages: 1-29
- Data Source
  KAKENHI-PROJECT-18K01734
[Journal Article] On the evolution of cryptocurrency market efficiency2020
- Author(s)
  Akihiko Noda
- Journal Title
  
  Applied Economics Letters
  
  Volume: 28 Issue: 6 Pages: 433-439
- DOI
  10.1080/13504851.2020.1758617
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19K13747, KAKENHI-PROJECT-17K03809
[Journal Article] Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model2020
- Author(s)
  Kenichi Hirayama and Akihiko Noda
- Journal Title
  
  Quantitative Finance Papers [arXiv:2008.00860]
  
  Volume: - Pages: 1-29
- Data Source
  KAKENHI-PROJECT-19K13747
[Journal Article] Measuring the Time-Varying Market Efficiency in Prewar Japanese Stock Markets2019
- Author(s)
  Akihiko Noda
- Journal Title
  
  Quantitative Finance Papers
  
  Volume: arXiv: 1911.04059 Pages: 1-22
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K01734
[Journal Article] Measuring the Time-Varying Market Efficiency in Prewar Japanese Stock Markets2019
- Author(s)
  Akihiko NODA
- Journal Title
  
  Quantitative Finance Papers
  
  Volume: [arXiv:1911.04059] Pages: 1-22
- Data Source
  KAKENHI-PROJECT-17K03863
[Journal Article] Measuring the Time-Varying Market Efficiency in Prewar Japanese Stock Markets2019
- Author(s)
  Akihiko Noda
- Journal Title
  
  Quantitative Finance Papers [arXiv: 1911.04059]
  
  Volume: － Pages: 1-23
- Data Source
  KAKENHI-PROJECT-19K13747
[Journal Article] On the Evolution of Cryptocurrency Market Efficiency2019
- Author(s)
  Akihiko Noda
- Journal Title
  
  Quantitative Finance Papers [arXiv:1904.09403]
  
  Volume: － Pages: 1-12
- Data Source
  KAKENHI-PROJECT-19K13747
[Journal Article] Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-19392017
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Journal Title
  
  Quantitative Finance Papers, [arXiv:1704.00985]
  
  Volume: なし
- Data Source
  KAKENHI-PROJECT-15K03542
[Journal Article] Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-19392017
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Journal Title
  
  Quantitative Finance Papers, [arXiv:1704.00985]
  
  Volume: なし
- Data Source
  KAKENHI-PROJECT-17K03809
[Journal Article] Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-19392017
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Journal Title
  
  Quantitative Finance Papers
  
  Volume: [arXiv:1704.00985] Pages: 1-32
- Data Source
  KAKENHI-PROJECT-17K03863
[Journal Article] The Futures Premium and Rice Market Efficiency in Prewar Japan2017
- Author(s)
  Ito, M., Maeda, K., and Noda, A.
- Journal Title
  
  Economic History Review
  
  Volume: forthcoming Issue: 3 Pages: 909-937
- DOI
  10.1111/ehr.12608
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K03809, KAKENHI-PROJECT-17K03863, KAKENHI-PROJECT-17H02553, KAKENHI-PROJECT-15K03542, KAKENHI-PROJECT-18K01734
[Journal Article] An Alternative Estimation Method of A Time-Varying Parameter Model2017
- Author(s)
  Mikio Ito, Akihiko Noda, and Tatsuma Wada
- Journal Title
  
  Statistical Methodology Papers, [arXiv:1707.06837]
  
  Volume: なし
- Data Source
  KAKENHI-PROJECT-17K03809
[Journal Article] An Alternative Estimation Method of A Time-Varying Parameter Model2017
- Author(s)
  Mikio Ito, Akihiko Noda, and Tatsuma Wada
- Journal Title
  
  Statistical Methodology Papers, [arXiv:1707.06837]
  
  Volume: なし
- Data Source
  KAKENHI-PROJECT-15K03542
[Journal Article] A test of the adaptive market hypothesis using a time-varying AR model in Japan2016
- Author(s)
  Akihiko Noda
- Journal Title
  
  Finance Research Letters
  
  Volume: forthcoming Pages: 1-7
- DOI
  10.1016/j.frl.2016.01.004
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-15K03542, KAKENHI-PROJECT-26380397
[Journal Article] Time-Varying Comovement of Foreign Exchange Markets2016
- Author(s)
  Ito, M., Noda, A., and Noda, A.
- Journal Title
  
  Quantitative Finance Papers [arXiv:1610.04334]
  
  Volume: -
- Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-26380397
[Journal Article] Time-Varying Comovement of Foreign Exchange Markets2016
- Author(s)
  Ito, M., Noda, A., and Noda, A.
- Journal Title
  
  Quantitative Finance Papers [arXiv:1610.04334]
  
  Volume: -
- Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-15K03542
[Journal Article] The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach2016
- Author(s)
  Mikio Ito, Akihiko Noda and Tatsuma Wada
- Journal Title
  
  Applied Economics
  
  Volume: 48(7) Issue: 7 Pages: 621-635
- DOI
  10.1080/00036846.2015.1083532
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-15K03542, KAKENHI-PROJECT-26380397
[Journal Article] Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets2016
- Author(s)
  Ito, M., Maeda, K., and Noda, A.
- Journal Title
  
  Financial History Review
  
  Volume: 23 Issue: 3 Pages: 325-346
- DOI
  10.1017/s0968565017000014
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-26380397, KAKENHI-PROJECT-26780199, KAKENHI-PROJECT-15K03542
[Journal Article] International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach2014
- Author(s)
  Mikio Ito, Akihiko Noda and Tatsuma Wada
- Journal Title
  
  Applied Economics
  
  Volume: 46(23) Issue: 23 Pages: 2744-2754
- DOI
  10.1080/00036846.2014.909579
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-24530364, KAKENHI-PROJECT-26380397
[Journal Article] 日本の株式市場における市場効率性の時変構造2014
- Author(s)
  野田顕彦
- Journal Title
  
  経済学論叢（同志社大学経済学会）
  
  Volume: 65 (4) Pages: 375-390
- Data Source
  KAKENHI-PROJECT-24530364
[Journal Article] A Survey on the Estimation of CCAPMs via Moment Restrictions: The Case of Japan2013
- Author(s)
  Akihiko Noda
- Journal Title
  
  Keio Economic Studies
  
  Volume: 49 Pages: 69-91
- NAID
  120005316478
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24530364
[Presentation] On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices2023
- Author(s)
  Koichiro Moriya and Akihiko Noda
- Organizer
  Western Economic Association International Annual Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K13747
[Presentation] On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices2023
- Author(s)
  Koichiro Moriya and Akihiko Noda
- Organizer
  日本金融学会2023年度秋季大会（九州大学，福岡市）
- Data Source
  KAKENHI-PROJECT-23K25535
[Presentation] On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices2023
- Author(s)
  Koichiro Moriya and Akihiko Noda
- Organizer
  日本金融学会2023年度秋季大会
- Data Source
  KAKENHI-PROJECT-19K13747
[Presentation] On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices2023
- Author(s)
  Koichiro Moriya and Akihiko Noda
- Organizer
  Western Economic Association International Annual Conference (San Diego, U.S.)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K25535
[Presentation] Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model2022
- Author(s)
  Akihiko Noda and Kenichi Hirayama
- Organizer
  日本経済学会2022年度秋季大会
- Data Source
  KAKENHI-PROJECT-19K13747
[Presentation] Estimating the Time-Varying Structures of the Fama-French Multi-Factor Models2022
- Author(s)
  Akihiko Noda
- Organizer
  Western Economic Association International 97th Annual Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K13747
[Presentation] Measuring the Time-Varying Market Efficiency in Prewar Japanese Stock Markets,2021
- Author(s)
  Kenichi Hirayama and Akihiko Noda
- Organizer
  Western Economic Association International 96th Annual Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K13747
[Presentation] Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model2021
- Author(s)
  Kenichi Hirayama and Akihiko Noda
- Organizer
  日本金融学会2021年度秋季大会
- Data Source
  KAKENHI-PROJECT-19K13747
[Presentation] Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model2020
- Author(s)
  Kenichi Hirayama and Akihiko Noda
- Organizer
  日本金融学会2020年度秋季大会（オンライン）
- Data Source
  KAKENHI-PROJECT-18K01734
[Presentation] Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model2020
- Author(s)
  Akihiko Noda and Kenichi Hirayama
- Organizer
  日本金融学会2020年度秋季大会
- Data Source
  KAKENHI-PROJECT-19K13747
[Presentation] Measuring the Time-Varying Market Efficiency in Prewar Japanese Stock Markets2019
- Author(s)
  Akihiko Noda
- Organizer
  明治大学株価指数研究所研究セミナー
- Data Source
  KAKENHI-PROJECT-19K13747
[Presentation] On the Time-Varying Efficiency of Cryptocurrency Markets2019
- Author(s)
  Akihiko Noda
- Organizer
  Western Economic Association International 94th Annual Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03809
[Presentation] On the Evolution of Cryptocurrency Market Efficiency2019
- Author(s)
  Akihiko Noda
- Organizer
  Western Economic Association International 94th Annual Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01734
[Presentation] Measuring the Time-Varying Market Efficiency in Prewar Japanese Stock Markets2019
- Author(s)
  Akihiko Noda
- Organizer
  京都産業大学経済学部研究会
- Data Source
  KAKENHI-PROJECT-19K13747
[Presentation] On the Evolution of Cryptocurrency Market Efficiency2019
- Author(s)
  Akihiko NODA
- Organizer
  Western Economic Association International 94th Annual Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03863
[Presentation] On the Time-Varying Efficiency of Cryptocurrency Markets2019
- Author(s)
  Akihiko Noda
- Organizer
  Western Economic Association International 94th Annual Conference
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K13747
[Presentation] Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-19392018
- Author(s)
  Kiyotaka Maeda and Akihiko Noda
- Organizer
  Western Economic Association International 93th Annual Conference (国際学会) (Vancouver, US)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03809
[Presentation] Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-19392018
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  The 4th International Conference on Economic History “Crossroads of Globalization: Market-Making in Modern East Asia”(Tokyo, Japan)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03863
[Presentation] Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-19392018
- Author(s)
  Kiyotaka Maeda and Akihiko Noda
- Organizer
  18th World Economic History Conference (国際学会) (Boston, US)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03809
[Presentation] Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-19392018
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  18th World Economic History Congress in Boston (Boston, US)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03863
[Presentation] Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-19392018
- Author(s)
  Kiyotaka Maeda and Akihiko Noda
- Organizer
  日本経済学会2018年度秋季大会，学習院大学（東京都，豊島区）
- Data Source
  KAKENHI-PROJECT-17K03809
[Presentation] Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-19392018
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  The 4th International Conference on Economic History “Crossroads of Globalization: Market-Making in Modern East Asia” (Tokyo, Japan)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01734
[Presentation] Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-19392018
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  18th World Economic History Congress in Boston (Boston, US)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01734
[Presentation] Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-19392018
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  Western Economic Association International 93rd Annual Conference (Vancouver, Canada)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03863
[Presentation] Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-19392018
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  Western Economic Association International 93rd Annual Conference (Vancouver, Canada)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01734
[Presentation] Market Integration in Japanese Rice Markets, 1880-19322017
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  The 3rd International Conference on Economic History at National Taipei University
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03542
[Presentation] Time-Varying Comovement of Foreign Exchange Markets2017
- Author(s)
  Mikio Ito, Akihiko Noda, and Tatsuma Wada
- Organizer
  Western Economic Association International 92nd Annual Conference (San Diego, U.S.)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03809
[Presentation] Market Efficiency and Price Stabilization Policy in Interwar Osaka-Dojima Rice Exchange2017
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  日本経済学会2017年度秋季大会，青山学院大学（東京都，渋谷区）
- Data Source
  KAKENHI-PROJECT-17K03809
[Presentation] An Alternative Estimation Method of A Time-Varying Parameter Model2017
- Author(s)
  Mikio Ito, Akihiko Noda, and Tatsuma Wada
- Organizer
  Western Economic Association International 92nd Annual Conference (San Diego, U.S.)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03809
[Presentation] Time-Varying Comovement of Foreign Exchange Markets2017
- Author(s)
  Mikio Ito, Akihiko Noda, and Tatsuma Wada
- Organizer
  Western Economic Association International 92nd Annual Conference (San Diego, U.S.)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03542
[Presentation] Market Integration in Japanese Rice Markets, 1880--19322017
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  The 3rd International Conference on Economic History at National Taipei University (Taipei, Taiwan)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03809
[Presentation] 戦間期大阪堂島米穀取引所における先物市場の価格形成と米穀政策2017
- Author(s)
  前田廉孝・野田顕彦・伊藤幹夫
- Organizer
  社会経済史学会第86回全国大会，慶應義塾大学（東京都，港区）
- Data Source
  KAKENHI-PROJECT-17K03863
[Presentation] Market Integration in Japanese Rice Markets, 1880--19322017
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  The 2nd International Conference on Economic History at Kyoto Sangyo University (Kyoto, Japan)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03809
[Presentation] Market Efficiency and Price Stabiliza-tion Policy in Interwar Osaka-Dojima Rice Exchange2017
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  日本経済学会2017年度秋季大会，青山学院大学（東京都，渋谷区）
- Data Source
  KAKENHI-PROJECT-15K03542
[Presentation] Market Efficiency and Price Stabilization Policy in Interwar Osaka-Dojima Rice Exchange2017
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  Western Economic Association International 92nd Annual Conference (San Diego, US)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03863
[Presentation] Market Efficiency and Price Stabiliza-tion Policy in Interwar Osaka-Dojima Rice Exchange2017
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  日本経済学会2017年度秋季大会，青山学院大学（東京都，渋谷区）
- Data Source
  KAKENHI-PROJECT-17K03863
[Presentation] Market Integration in the Prewar Japanese Rice Markets2017
- Author(s)
  Ito, M., Maeda, K., and Noda, A.
- Organizer
  International Conference on Economic History "Market Integration during the Modernization in East Asia”
- Place of Presentation
  Keimyung University (Deagu, Korea)
- Year and Date
  2017-02-20
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26380397
[Presentation] Market Integration in the Prewar Japanese Rice Markets2017
- Author(s)
  Ito, M., Maeda, K., and Noda, A.
- Organizer
  International Conference on Economic History "Market Integration during the Modernization in East Asia"
- Place of Presentation
  Keimyung University (Deagu, Korea)
- Year and Date
  2017-02-20
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03542
[Presentation] An Alternative Estimation Method of A Time-Varying Parameter Model2017
- Author(s)
  Mikio Ito, Akihiko Noda, and Tatsuma Wada
- Organizer
  The 1st International Conference on Econometrics and Statistics at The Hong Kong University of Science and Technology (Hong Kong, China)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03809
[Presentation] An Alternative Estimation Method of A Time-Varying Parameter Model2017
- Author(s)
  Mikio Ito, Akihiko Noda, and Tatsuma Wada
- Organizer
  The 1st International Conference on Econometrics and Statistics at The Hong Kong University of Science and Technology (Hong Kong, China)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03542
[Presentation] 戦間期大阪堂島米穀取引所における先物市場の価格形成と米穀政策2017
- Author(s)
  伊藤幹夫・前田廉孝・野田顕彦
- Organizer
  社会経済史学会第86回全国大会，慶應義塾大学（東京都，港区）
- Data Source
  KAKENHI-PROJECT-15K03542
[Presentation] Market Integration in Japanese Rice Markets, 1880-19322017
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  The 3rd International Conference on Economic History, National Taipei University (Taipei, Taiwan)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03863
[Presentation] Market Efficiency and Price Stabilization Policy in Interwar Osaka-Dojima Rice Exchange2017
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  Western Economic Association International 92nd Annual Conference (San Diego, U.S.)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03809
[Presentation] An Alternative Estimation Method of A Time-Varying Parameter Model2017
- Author(s)
  Mikio Ito, Akihiko Noda, and Tatsuma Wada
- Organizer
  Western Economic Association International 92nd Annual Conference (San Diego, U.S.)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03542
[Presentation] Market Efficiency and Price Stabilization Policy in Interwar Osaka-Dojima Rice Exchange2017
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  Western Economic Association International 92nd Annual Conference (San Diego, U.S.)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03542
[Presentation] Market Integration in Japanese Rice Markets, 1880-19322017
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  The 2nd International Conference on Economic History at Kyoto Sangyo University (Kyoto, Japan)
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03542
[Presentation] Market Integration in Japanese Rice Markets, 1880-19322017
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  The 2nd International Conference on Economic History, Kyoto Sangyo University (Kyoto, Japan)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17K03863
[Presentation] Time-Varying Comovement of Foreign Exchange Markets2016
- Author(s)
  Ito, M., Noda, A., and Wada, T.
- Organizer
  Midwest Econometrics Group 26th Annual Meeting
- Place of Presentation
  University of Illinois at Urbana-Champaign (Illinois, U.S.)
- Year and Date
  2016-10-21
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26380397
[Presentation] Market Integration in the Prewar Japanese Rice Markets2016
- Author(s)
  Ito, M., Maeda, K., and Noda, A.
- Organizer
  Western Economic Association International 91st Annual Conference
- Place of Presentation
  Hilton Portland & Executive Tower (Oregon, U.S.)
- Year and Date
  2016-06-29
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26380397
[Presentation] 戦前期日本における二大中央米穀市場の統合過程：電信電話網の利用拡大との関連を中心に2016
- Author(s)
  伊藤幹夫・前田廉孝・野田顕彦
- Organizer
  第85回社会経済史学会全国大会
- Place of Presentation
  北海道大学（北海道・札幌市）
- Year and Date
  2016-06-11
- Data Source
  KAKENHI-PROJECT-15K03542
[Presentation] Market Integration in the Prewar Japanese Rice Markets2016
- Author(s)
  Ito, M., Maeda, K., and Noda, A.
- Organizer
  日本経済学会2016年度秋季大会
- Place of Presentation
  早稲田大学（東京都・新宿区）
- Year and Date
  2016-09-10
- Data Source
  KAKENHI-PROJECT-15K03542
[Presentation] Market Integration in the Prewar Japanese Rice Markets2016
- Author(s)
  Ito, M., Maeda, K., and Noda, A.
- Organizer
  Western Economic Association International 91st Annual Conference
- Place of Presentation
  Hilton Portland & Executive Tower (Oregon, U.S.)
- Year and Date
  2016-06-29
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03542
[Presentation] Market Integration in the Prewar Japanese Rice Markets2016
- Author(s)
  Ito, M., Maeda, K., and Noda, A.
- Organizer
  日本経済学会2016年度秋季大会
- Place of Presentation
  早稲田大学（東京都・新宿区）
- Year and Date
  2016-09-10
- Data Source
  KAKENHI-PROJECT-26380397
[Presentation] Time-Varying Comovement of Foreign Exchange Markets2016
- Author(s)
  Ito, M., Noda, A., and Wada, T.
- Organizer
  Midwest Econometrics Group 26th Annual Meeting
- Place of Presentation
  University of Illinois at Urbana-Champaign (Illinois, U.S.)
- Year and Date
  2016-10-21
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03542
[Presentation] Time-Varying Comovement of Foreign Exchange Markets2016
- Author(s)
  Ito, M., Noda, A., and Wada, T.
- Organizer
  Western Economic Association International 91st Annual Conference
- Place of Presentation
  Hilton Portland & Executive Tower (Oregon, U.S.)
- Year and Date
  2016-06-29
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26380397
[Presentation] Time-Varying Comovement of Foreign Exchange Markets2016
- Author(s)
  Ito, M., Noda, A., and Wada, T.
- Organizer
  Western Economic Association International 91st Annual Conference
- Place of Presentation
  Hilton Portland & Executive Tower (Oregon, U.S.)
- Year and Date
  2016-06-29
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03542
[Presentation] The Futures Premium and Rice Market Efficiency in Prewar Japan2015
- Author(s)
  伊藤幹夫・前田廉孝・野田顕彦
- Organizer
  日本経済学会2015年度秋季大会
- Place of Presentation
  上智大学（東京都・千代田区）
- Year and Date
  2015-10-10
- Data Source
  KAKENHI-PROJECT-26380397
[Presentation] 戦前期日本における米穀先物市場の統合と情報効率性：東京米穀商品取引所・大阪堂島米穀取引所を中心に2015
- Author(s)
  前田廉孝・野田顕彦・伊藤幹夫
- Organizer
  第84回社会経済史学会全国大会
- Place of Presentation
  早稲田大学（東京都・新宿区）
- Year and Date
  2015-05-30
- Data Source
  KAKENHI-PROJECT-15K03542
[Presentation] The Futures Premium and Rice Market Efficiency in Prewar Japan2015
- Author(s)
  Mikio Ito, Kiyotaka Maeda and Akihiko Noda
- Organizer
  日本経済学会2015年度秋季大会
- Place of Presentation
  上智大学（東京都・千代田区）
- Year and Date
  2015-10-10
- Data Source
  KAKENHI-PROJECT-15K03542
[Presentation] Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets2015
- Author(s)
  伊藤幹夫・前田廉孝・野田顕彦
- Organizer
  第84回社会経済史学会全国大会
- Place of Presentation
  早稲田大学（東京都・新宿区）
- Year and Date
  2015-05-30
- Data Source
  KAKENHI-PROJECT-26380397
[Presentation] Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets2015
- Author(s)
  Mikio Ito, Kiyotaka Maeda and Akihiko Noda
- Organizer
  Western Economic Association International 90th Annual Conference
- Place of Presentation
  Hilton Hawaiian Village（Waikiki, Hawaii, U.S.)
- Year and Date
  2015-06-28
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03542
[Presentation] Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets2015
- Author(s)
  Mikio Ito, Kiyotaka Maeda and Akihiko Noda
- Organizer
  Western Economic Association International 90th Annual Conference
- Place of Presentation
  Hilton Hawaiian Village (Waikiki, Hawaii, U.S.)
- Year and Date
  2015-06-28
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-26380397
[Presentation] Futures Premium and Efficiency of the Rice Futures Markets in Prewar Japan2014
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  同志社大学経済学会研究会
- Place of Presentation
  同志社大学（京都府・京都市上京区）
- Year and Date
  2014-10-24
- Data Source
  KAKENHI-PROJECT-26380397
[Presentation] Futures Premium and Efficiency of the Rice Futures Markets in Prewar Japan2014
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  同志社大学経済学会研究会
- Place of Presentation
  同志社大学
- Year and Date
  2014-10-24
- Data Source
  KAKENHI-PROJECT-24530364
[Presentation] Stock Market Linkages and Market Efficiency: A Non-Bayesian Time- Varying Model Approach2013
- Author(s)
  Akihiko Noda and Mikio Ito
- Organizer
  Western Economic Association International 10th Biennial Pacific Rim Conference
- Place of Presentation
  慶應義塾大学
- Data Source
  KAKENHI-PROJECT-24530364
[Presentation] The Dynamic Relationship Between Market Efficiency and Trading Volume in the Japanese Stock Markets2013
- Author(s)
  野田顕彦
- Organizer
  日本経済学会2013年度秋季大会
- Place of Presentation
  神奈川大学
- Data Source
  KAKENHI-PROJECT-24530364
[Presentation] International Stock Market Linkages: A Non-Bayesian Time-Varying Model Approach2013
- Author(s)
  Akihiko Noda
- Organizer
  Western Economic Association International 88th Annual Conference
- Place of Presentation
  Grand Hyatt Seattle, U.S.
- Data Source
  KAKENHI-PROJECT-24530364
[Presentation] The Evolution of Market Efficiency and its Periodicity: A Non-Bayesian Time-Varying Model Approach2012
- Author(s)
  Akihiko Noda and Mikio Ito
- Organizer
  Western Economic Association International 87th Annual Conference
- Place of Presentation
  San Francisco Hilton
- Data Source
  KAKENHI-PROJECT-24530364
[Presentation] Stock Market Linkages and Market Efficiency: A Non-Bayesian Time- Varying Model Approach2012
- Author(s)
  Akihiko Noda and Mikio Ito
- Organizer
  日本経済学会2012年度秋季大会
- Place of Presentation
  九州産業大学
- Data Source
  KAKENHI-PROJECT-24530364
[Presentation] The Evolution of Market Efficiency and its Periodicity: A Non-Bayesian Time-Varying Model Approach2012
- Author(s)
  Akihiko Noda and Mikio Ito
- Organizer
  第19回日本ファイナンス学会
- Place of Presentation
  一橋大学
- Data Source
  KAKENHI-PROJECT-24530364
[Presentation] Futures Premium and Efficiency of the Rice Futures Markets in Prewar Japan
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  政治経済学・経済史学会2014年度秋季学術大会・総会
- Place of Presentation
  青山学院大学（東京都・渋谷区）
- Year and Date
  2014-10-18 – 2014-10-19
- Data Source
  KAKENHI-PROJECT-26380397
[Presentation] Futures Premium and Efficiency of the Rice Futures Markets in Prewar Japan
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  日本経済学会2014年度秋季大会
- Place of Presentation
  西南学院大学（福岡県・福岡市早良区）
- Year and Date
  2014-10-10 – 2014-10-11
- Data Source
  KAKENHI-PROJECT-26380397
[Presentation] Futures Premium and Efficiency of the Rice Futures Markets in Prewar Japan
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  日本経済学会2014年度秋季大会
- Place of Presentation
  西南学院大学
- Year and Date
  2014-10-10 – 2014-10-11
- Data Source
  KAKENHI-PROJECT-24530364
[Presentation] Futures Premium and Efficiency of the Rice Futures Markets in Prewar Japan
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  政治経済学・経済誌学会2014年度秋季学術大会・総会
- Place of Presentation
  青山学院大学
- Year and Date
  2014-10-18 – 2014-10-19
- Data Source
  KAKENHI-PROJECT-24530364
[Presentation] Dynamic Linkage between Tokyo and Osaka Rice Futures Markets in Prewar Japan
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  日本経済学会2014年度春季大会
- Place of Presentation
  同志社大学
- Year and Date
  2014-06-14 – 2014-06-15
- Data Source
  KAKENHI-PROJECT-24530364
[Presentation] Dynamic Linkage between Tokyo and Osaka Rice Futures Markets in Prewar Japan
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  Western Economic Association International 89th Annual Conference
- Place of Presentation
  Denver, U.S.
- Year and Date
  2014-06-27 – 2014-07-01
- Data Source
  KAKENHI-PROJECT-24530364
[Presentation] The Integration and Efficiency of the Rice Futures Markets in Prewar Japan (Previously circulated as "Dynamic Linkages between Tokyo and Osaka Rice Futures Markets in Prewar Japan")
- Author(s)
  Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
- Organizer
  Western Economic Association International 89th Annual Conference
- Place of Presentation
  Grand Hyatt Denver（Denver, Colorado, U.S.）
- Year and Date
  2014-06-27 – 2014-07-01
- Data Source
  KAKENHI-PROJECT-26380397

1. MAEDA Kiyotaka (90708398)

# of Collaborated Projects: 4 results

# of Collaborated Products: 30 results
2. ITO Mikio (70184695)

# of Collaborated Projects: 4 results

# of Collaborated Products: 55 results
3. IOKU Shigehiko (60184371)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
4. 大豆生田稔 (20175251)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
5. 和田龍磨 (20756580)

# of Collaborated Projects: 2 results

# of Collaborated Products: 7 results
6. Hanai Shunsuke (70212149)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
7. 平山賢一 (20972102)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
8. 吉見太洋 (30581798)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
9. 盛本圭一 (50609815)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
10. 鈴木史馬 (60583325)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
11. 結城武延 (80613679)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

Noda Akihiko 野田 顕彦

NODA Akihiko 野田 顕彦

Research Projects

Research Products

Co-Researchers

Comprehensive Studies on the Pricing Mechanism in the Prewar Japanese Stock MarketPrincipal Investigator

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A Study on the Relationship between Time-Varying Structure of Anomalies and Speculative Bubbles in International Stock MarketsPrincipal Investigator

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Quantitative analysis on integration and price formation of Tokyo and Osaka stock markets before the Second World War

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Forecasting Exchange Rates using Time-Varying Econometric Models

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Price formation and market management in commodity exchanges after World War I: Empirical research by using the Dojima Kome Shijo Monjo

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A Study on Time-Varying Structure of Market Integration and Market Efficiency in Modern Period: The Case of Rice Markets in Japan and Colonized KoreaPrincipal Investigator

Principal Investigator

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A Study for the Time-Varying Structure of Foreign Exchange Markets using Non-Bayesian Time-Varying Econometric Models

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Measuring the Time-Varying Efficiency and Market Linkages in Modern Japanese Rice MarketsPrincipal Investigator

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[Journal Article] On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices2023

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Data Source

[Journal Article] On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices2023

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[Journal Article] An Alternative Estimation Method for Time-Varying Parameter Models2022

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Data Source

[Journal Article] Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic2022

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Data Source

[Journal Article] Estimating the Time-Varying Structures of the Fama-French Multi-Factor Models2022

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[Journal Article] Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach2021

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[Journal Article] Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model2020

Noda Akihiko 野田顕彦

NODA Akihiko 野田顕彦