3
H index
3
i10 index
124
Citations
Mikio Ito : Citation Profile
Keio University | RESEARCH PRODUCTION: 8 Articles 10 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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13 years (2009 - 2022). 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:
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Main data
Where Mikio Ito has published?
| Journals with more than one article published | # docs |
|---|---|
| Applied Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 9 |
Recent works citing Mikio Ito (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper |
| 2024 | On 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. Full description at Econpapers || Download paper |
| 2023 | Estimation 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. Full description at Econpapers || Download paper |
| 2023 | Efficiency 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. Full description at Econpapers || Download paper |
| 2023 | Disentangling 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. Full description at Econpapers || Download paper |
| 2023 | Transparency 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. Full description at Econpapers || Download paper |
| 2023 | Does the Adaptive Market Hypothesis Exist in Equity Market? Evidence from Pakistan Stock Exchange. (2023). Siddique, Maryam. In: OSF Preprints. RePEc:osf:osfxxx:9b5dx. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
Works by Mikio Ito:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach In: Papers. [Full Text][Citation analysis] | paper | 32 |
| 2016 | The 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 | |
| 2014 | International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach In: Papers. [Full Text][Citation analysis] | paper | 25 |
| 2014 | International 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: 25 | article | |
| 2017 | Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2016 | Market 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 | |
| 2017 | The Futures Premium and Rice Market Efficiency in Prewar Japan In: Papers. [Full Text][Citation analysis] | paper | 3 |
| 2018 | The 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: 3 | article | |
| 2017 | Market Integration in the Prewar Japanese Rice Markets In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Time-Varying Comovement of Foreign Exchange Markets In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-1939 In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | An Alternative Estimation Method of a Time-Varying Parameter Model In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2022 | Detecting Structural Breaks in Foreign Exchange Markets by using the group LASSO technique In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2009 | Measuring the degree of time varying market inefficiency In: Economics Letters. [Full Text][Citation analysis] | article | 59 |
| 2022 | An Alternative Estimation Method for Time-Varying Parameter Models In: Econometrics. [Full Text][Citation analysis] | article | 0 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2010 | The GEL Estimates Resolve the Risk-free Rate Puzzle in Japan In: Keio/Kyoto Joint Global COE Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2012 | The 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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