Research Achievements (Original Articles and Commentaries)
Number of the published data : 10     Download a complete list of all data (tab-deliminated text format)
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
forthcoming
2017

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