Access Statistics for Akihiko Noda

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Test of the Adaptive Market Hypothesis using a Time-Varying AR Model in Japan 0 0 1 26 1 3 20 149
Addictive Behavior of Japanese Husbands and Wives 0 0 0 12 0 0 16 155
An Alternative Estimation Method of a Time-Varying Parameter Model 0 0 0 114 0 0 8 65
Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-1939 0 0 0 34 0 2 5 40
Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model 0 0 0 11 1 2 13 42
Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic 0 0 1 10 0 1 10 30
International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach 0 0 1 31 1 2 63 193
Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets 0 0 1 40 2 2 13 59
Market Integration in the Prewar Japanese Rice Markets 0 0 3 33 1 2 22 71
Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924-1943 0 0 0 3 1 2 9 33
On the Evolution of Cryptocurrency Market Efficiency 0 0 2 51 1 2 28 130
On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices 0 0 0 4 2 4 13 25
The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach 0 0 2 68 1 2 22 164
The Futures Premium and Rice Market Efficiency in Prewar Japan 0 0 0 47 1 2 11 76
The GEL Estimates Resolve the Risk-free Rate Puzzle in Japan 0 0 0 74 0 0 4 313
Time Instability of the Fama-French Multifactor Models: An International Evidence 0 4 5 15 0 6 23 53
Time-Varying Comovement of Foreign Exchange Markets 0 0 0 21 2 2 14 36
Total Working Papers 0 4 16 594 14 34 294 1,634

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A test of the adaptive market hypothesis using a time-varying AR model in Japan 0 1 1 24 1 4 21 140
An Alternative Estimation Method for Time-Varying Parameter Models 0 0 0 10 0 0 11 40
Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic 0 0 1 2 0 0 25 32
International stock market efficiency: a non-Bayesian time-varying model approach 0 0 2 19 1 2 9 105
Measuring the Intertemporal Elasticity of Substitution for Consumption: Some Evidence from Japan 0 0 0 103 0 1 12 481
On the evolution of cryptocurrency market efficiency 0 0 6 20 1 1 23 95
Testing the "Catching up with the Joneses" Model with Consumption Externality in Japan 0 0 0 23 0 1 9 105
The GEL estimates resolve the risk-free rate puzzle in Japan 0 0 0 19 1 1 7 143
The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach 0 0 1 41 2 2 19 126
The futures premium and rice market efficiency in prewar Japan 0 0 0 3 0 0 9 34
Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach 0 0 1 2 0 0 7 17
Total Journal Articles 0 1 12 266 6 12 152 1,318
1 registered items for which data could not be found
logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-09-10