Mikio Ito : Citation Profile

Are you Mikio Ito?

Keio University

4

H index

3

i10 index

129

Citations

RESEARCH PRODUCTION:

8

Articles

10

Papers

RESEARCH ACTIVITY:

   13 years (2009 - 2022). See details.
   Cites by year: 9
   Journals where Mikio Ito has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 11 (7.86 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pit28
   Updated: 2024-12-03    RAS profile: 2022-04-29    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Mikio Ito.

Is cited by:

Noda, Akihiko (10)

Charfeddine, Lanouar (6)

GUPTA, RANGAN (6)

Grossman, Richard (6)

Fernandez Bariviera, Aurelio (5)

Kim, Jae (3)

Shamsuddin, Abul (3)

HIREMATH, GOURISHANKAR (2)

Gil-Alana, Luis (2)

Madigu, Godfrey (2)

Abakah, Emmanuel (2)

Cites to:

Noda, Akihiko (17)

Wada, Tatsuma (15)

Perron, Pierre (10)

Fama, Eugene (9)

Hansen, Bruce (9)

Ng, Serena (8)

Elliott, Graham (7)

West, Kenneth (6)

Stock, James (6)

Newey, Whitney (5)

Johansen, Soren (5)

Main data

Where Mikio Ito has published?

Journals with more than one article published# docs
Applied Economics2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org9

Recent works citing Mikio Ito (2024 and 2023)

YearTitle of citing document
2024Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market. (2019). Noda, Akihiko. In: Papers. RePEc:arx:papers:1911.04059.

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2023Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2024Estimating the Time-Varying Structures of the Fama-French Multi-Factor Models. (2022). Noda, Akihiko. In: Papers. RePEc:arx:papers:2208.01270.

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2024On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices. (2023). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998.

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2023Estimation of market efficiency process within time-varying autoregressive models by extended Kalman filtering approach. (2023). Kulikov, Gennady ; Kulikova, Maria. In: Papers. RePEc:arx:papers:2310.04125.

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2024Evolving efficiency of the BRICS markets. (2024). Yu, Gennady ; Taylor, David R ; Kulikova, Maria V. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s093936252300105x.

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2024Evolution of stock market efficiency in Europe: Evidence from measuring periods of inefficiency. (2024). Geissel, S ; Bock, J. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001594.

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2023The dynamics of market efficiency of major cryptocurrencies. (2023). Hunjra, Ahmed ; Memon, Bilal Ahmed ; Aslam, Faheem ; Bouri, Elie. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000947.

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2023Efficiency of the financial markets during the COVID-19 crisis: Time-varying parameters of fractional stable dynamics. (2023). Garcin, Matthieu ; Ammy-Driss, Ayoub. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122008937.

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2023Disentangling the impact of economic and health crises on financial markets. (2023). Fernandez Bariviera, Aurelio ; Sorrosal-Forradellas, Maria-Teresa ; Fabregat-Aibar, Laura. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000545.

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2023Transparency and disclosure (TD) and valuation of Indian banks. (2023). Agarwal, Bhakti ; Rastogi, Shailesh. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:54:y:2023:i:5:p:519-540.

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2023Does the Adaptive Market Hypothesis Exist in Equity Market? Evidence from Pakistan Stock Exchange. (2023). Siddique, Maryam. In: OSF Preprints. RePEc:osf:osfxxx:9b5dx.

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2023The aggregate and sectoral time-varying market efficiency during crisis periods in Turkey: a comparative analysis with COVID-19 outbreak and the global financial crisis. (2023). Gungor, Selim ; Erer, Elif. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00484-4.

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Works by Mikio Ito:

YearTitleTypeCited
2015The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach In: Papers.
[Full Text][Citation analysis]		paper32
2016The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach.(2016) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		article
2014International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach In: Papers.
[Full Text][Citation analysis]		paper26
2014International stock market efficiency: a non-Bayesian time-varying model approach.(2014) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		article
2017Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets In: Papers.
[Full Text][Citation analysis]		paper2
2016Market efficiency and government interventions in prewar Japanese rice futures markets.(2016) In: Financial History Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2017The Futures Premium and Rice Market Efficiency in Prewar Japan In: Papers.
[Full Text][Citation analysis]		paper4
2018The futures premium and rice market efficiency in prewar Japan.(2018) In: Economic History Review.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2017Market Integration in the Prewar Japanese Rice Markets In: Papers.
[Full Text][Citation analysis]		paper1
2016Time-Varying Comovement of Foreign Exchange Markets In: Papers.
[Full Text][Citation analysis]		paper0
2018Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-1939 In: Papers.
[Full Text][Citation analysis]		paper0
2017An Alternative Estimation Method of a Time-Varying Parameter Model In: Papers.
[Full Text][Citation analysis]		paper1
2022Detecting Structural Breaks in Foreign Exchange Markets by using the group LASSO technique In: Papers.
[Full Text][Citation analysis]		paper1
2009Measuring the degree of time varying market inefficiency In: Economics Letters.
[Full Text][Citation analysis]		article62
2022An Alternative Estimation Method for Time-Varying Parameter Models In: Econometrics.
[Full Text][Citation analysis]		article0
In: .
[Full Text][Citation analysis]		article0
2010The GEL Estimates Resolve the Risk-free Rate Puzzle in Japan In: Keio/Kyoto Joint Global COE Discussion Paper Series.
[Full Text][Citation analysis]		paper0
2012The GEL estimates resolve the risk-free rate puzzle in Japan.(2012) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article

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