5
H index
4
i10 index
142
Citations
Akihiko Noda : Citation Profile
Keio University (20% share) | RESEARCH PRODUCTION: 12 Articles 17 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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14 years (2010 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Akihiko Noda. | Is cited by:
| Cites to:
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Main data
Where Akihiko Noda has published?
| Journals with more than one article published | # docs |
|---|---|
| Economics Bulletin | 3 |
| Applied Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 15 |
| Keio/Kyoto Joint Global COE Discussion Paper Series / Keio/Kyoto Joint Global COE Program | 2 |
Recent works citing Akihiko Noda (2025 and 2024)
Year  | Title of citing document |
|---|---|
| 2024 | Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401. Full description at Econpapers || Download paper |
| 2024 | Exploring market efficiency levels: A powerful approach based on a gamma distribution. (2024). Hajizadeh, Ehsan ; Askari, Abolfazl. In: Finance Research Letters. RePEc:eee:finlet:v:66:y:2024:i:c:s154461232400761x. Full description at Econpapers || Download paper |
| 2024 | Insights into the dynamics of market efficiency spillover of financial assets in different equity markets. (2024). Choi, Sun-Yong ; Lee, Min-Jae. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:641:y:2024:i:c:s0378437124002280. Full description at Econpapers || Download paper |
| 2024 | Adaptive market hypothesis: A comparison of Islamic and conventional stock indices. (2024). Ali, Shahid ; Ullah, Ihsan ; Akbar, Muhammad ; Rehman, Naser. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:460-477. Full description at Econpapers || Download paper |
| 2024 | . Full description at Econpapers || Download paper |
| 2024 | Impact of the Local and the Global Crises on Stock Market Efficiency. (2024). Bhatia, Madhur. In: Millennial Asia. RePEc:sae:millen:v:15:y:2024:i:4:p:572-596. Full description at Econpapers || Download paper |
| 2024 | Cryptocurrency market microstructure: a systematic literature review. (2024). Gonçalves, Tiago ; Almeida, Jos ; Gonalves, Tiago Cruz. In: Annals of Operations Research. RePEc:spr:annopr:v:332:y:2024:i:1:d:10.1007_s10479-023-05627-5. Full description at Econpapers || Download paper |
| 2024 | Herding behavior in the cryptocurrency market: the case of the Russia–Ukraine conflict. (2024). Thien, Nguyen Nhan ; Nguyen, Binh Thanh ; Le, Hanh-Hong. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:51:y:2024:i:1:d:10.1007_s40812-023-00279-9. Full description at Econpapers || Download paper |
| 2024 | On the efficiency and its drivers in the cryptocurrency market: the case of Bitcoin and Ethereum. (2024). Ajmi, Ahdi Noomen ; Mokni, Khaled ; el Montasser, Ghassen ; Bouri, Elie. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00566-3. Full description at Econpapers || Download paper |
| 2024 | Pattern and determinants of tail-risk transmission between cryptocurrency markets: new evidence from recent crisis episodes. (2024). Maghyereh, Aktham ; Ziadat, Salem Adel. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00592-1. Full description at Econpapers || Download paper |
| 2024 | On the robust drivers of cryptocurrency liquidity: the case of Bitcoin. (2024). , Walid. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00598-9. Full description at Econpapers || Download paper |
| 2024 | Impacts of investors sentiment, uncertainty indexes, and macroeconomic factors on the dynamic efficiency of G7 stock markets. (2024). Naoui, Kamel ; Mensi, Walid ; Belhoula, Mohamed Malek. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:3:d:10.1007_s11135-023-01780-y. Full description at Econpapers || Download paper |
| 2024 | Market efficiency of the cryptocurrencies: Some new evidence based on price–volume relationship. (2024). Sethi, Dinabandhu ; Sahoo, Pradipta Kumar. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1569-1580. Full description at Econpapers || Download paper |
Works by Akihiko Noda:
| 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 | 35 |
| 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: 35 | article | |
| 2014 | International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach In: Papers. [Full Text][Citation analysis] | paper | 27 |
| 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: 27 | article | |
| 2016 | A Test of the Adaptive Market Hypothesis using a Time-Varying AR Model in Japan In: Papers. [Full Text][Citation analysis] | paper | 35 |
| 2016 | A test of the adaptive market hypothesis using a time-varying AR model in Japan.(2016) In: Finance Research Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 35 | article | |
| 2017 | Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 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: 0 | 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 |
| 2020 | On the Evolution of Cryptocurrency Market Efficiency In: Papers. [Full Text][Citation analysis] | paper | 33 |
| 2021 | On the evolution of cryptocurrency market efficiency.(2021) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | article | |
| 2024 | Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924-1943 In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic.(2022) In: Economics Bulletin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2024 | Time Instability of the Fama-French Multifactor Models: An International Evidence In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Measuring the Intertemporal Elasticity of Substitution for Consumption: Some Evidence from Japan In: Economics Bulletin. [Full Text][Citation analysis] | article | 5 |
| 2011 | Testing the Catching up with the Joneses Model with Consumption Externality in Japan In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2022 | An Alternative Estimation Method for Time-Varying Parameter Models In: Econometrics. [Full Text][Citation analysis] | article | 1 |
| In: . [Full Text][Citation analysis] | article | 1 | |
| 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 | |
| 2010 | Addictive Behavior of Japanese Husbands and Wives In: Keio/Kyoto Joint Global COE Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team