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Noda Akihiko  野田 顕彦

… Alternative Names

NODA Akihiko  野田 顕彦

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Researcher Number 80610112
Other IDs
  • ORCIDhttps://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
  • Research Projects

    (8 results)
  • Research Products

    (104 results)
  • Co-Researchers

    (11 People)
  •  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

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