| No. |
Type of Paper |
Single/Joint Authorship |
Title |
Author(s) |
Journal |
Publisher |
Volume/Issue/Page |
Publication Date |
ISSN |
DOI |
URL |
Summary |
Related information |
| 1 |
Research paper (scholarly journal)
|
Joint
|
The Futures Premium and Rice Market Efficiency in Prewar Japan (with Kiyotaka Maeda and Akihiko Noda)
|
ITO MIKIO
|
Economic History Review
|
Wiley-Blackwell
|
71/ 3
|
2018
|
|
10.1111/ehr.12608
|
|
|
|
| 2 |
Research paper (scholarly journal)
|
Joint
|
Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets (with Kiyotaka Maeda and Akihiko Noda)
|
ITO MIKIO
|
Financial History Review
|
Cambridge University Press
|
23/ 3, 325-346
|
2016
|
|
10.1017/S0968565017000014
|
|
|
|
| 3 |
Research paper (scholarly journal)
|
|
The Evolution of Stock Market Efficiency in the U.S.: A Non- Bayesian Time-Varying Model Approach (with Akihio Noda and Tatsuma Wada)
|
ITO MIKIO
|
Applied Economics
|
Taylor & Francis
|
48/ 7, 621-635
|
2015
|
|
10.1080/00036846.2015.1083532
|
|
|
|
| 4 |
Research paper (scholarly journal)
|
|
International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach (with Akihio Noda and Tatsuma Wada)
|
ITO MIKIO
|
Applied Economics
|
Taylor & Francis
|
46/ 23, 2744-2754
|
2014
|
|
10.1080/00036846.2014.909579
|
|
|
|
| 5 |
Research paper (scholarly journal)
|
Joint
|
The GEL Estimates Resolve the Risk-free Rate Puzzle in Japan (with Akihiko Noda)
|
ITO MIKIO
|
Applied Financial Economics
|
Taylor & Francis
|
22/ 5, 365-374
|
2012
|
|
10.1080/09603107.2011.613761
|
|
|
|
| 6 |
Research paper (research society, symposium material, etc.)
|
Joint
|
The Evolution of Market Efficiency and its Periodicity (with Akihiko Noda)
|
ITO MIKIO
|
Proceedings of the 20th Nippon Financial Association Annual Meeting
|
Nippon Financial Association
|
|
2012/05
|
|
|
|
|
|
| 7 |
Research paper (research society, symposium material, etc.)
|
Joint
|
CCAPM with Time-Varying Parameters: Some Evidence from Japan (with Akihiko Noda)
|
ITO MIKIO
|
Proceedings of the 19th Nippon Financial Association Annual Meeting
|
Nippon Financial Association
|
|
2011
|
|
|
|
|
|
| 8 |
Research paper (research society, symposium material, etc.)
|
Joint
|
Inforamtion criteria for moment restriction models : an application of empirical cressie-read estimator for CCAPM (with Akihiko Noda)
|
ITO MIKIO
|
Proceedings of the 18th Nippon Financial Association Annual Meeting
|
Nippon Financial Association
|
|
2010
|
|
|
|
|
|
| 9 |
Research paper (scholarly journal)
|
Joint
|
Measuring the Degree of Time Varying Market Inefficiency (with Shunsuke Sugiyama)
|
ITO MIKIO
|
Economics Letters
|
Elsevier
|
103/ 1, 62-64
|
2009
|
|
10.1016/j.econlet.2009.01.028
|
|
|
|
| 10 |
Research paper (other research council material etc.)
|
Single
|
A New Method for Estimating Economic Models with General Time-Varying Structures
|
ITO MIKIO
|
Keio Economic Society Discussion Paper Series
|
Keio Economic Society
|
8
|
2007
|
|
|
|
|
|