Mikio Ito : Citation Profile

Keio University

4

H index

3

i10 index

151

Citations

RESEARCH PRODUCTION:

8

Articles

10

Papers

RESEARCH ACTIVITY:

   13 years (2009 - 2022). See details.
   Cites by year: 11
   Journals where Mikio Ito has often published
   Relations with other researchers
   Recent citing documents: 19.    Total self citations: 11 (6.79 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pit28
   Updated: 2026-04-04    RAS profile: 2022-04-29    
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Relations with other researchers

Works with:

Wada, Tatsuma (2)

Noda, Akihiko (2)

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)

GUPTA, RANGAN (6)

Charfeddine, Lanouar (6)

Grossman, Richard (6)

Urquhart, Andrew (5)

Fernandez Bariviera, Aurelio (5)

Turner, John (4)

El Montasser, Ghassen (3)

Kim, Jae (3)

Ajmi, Ahdi Noomen (3)

Shamsuddin, Abul (3)

Cites to:

Noda, Akihiko (17)

Wada, Tatsuma (15)

Perron, Pierre (10)

Fama, Eugene (9)

Hansen, Bruce (9)

Ng, Serena (8)

Elliott, Graham (7)

Stock, James (6)

West, Kenneth (6)

Johansen, Soren (5)

Newey, Whitney (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 (2025 and 2024)

YearTitle of citing document
2024Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924-1943. (2024). Noda, Akihiko. In: Papers. RePEc:arx:papers:1911.04059.

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2024Time-Varying Parameters as Ridge Regressions. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2009.00401.

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2024Time Instability of the Fama-French Multifactor Models: An International Evidence. (2024). 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. (2024). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998.

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2025How low-cost AI universal approximators reshape market efficiency. (2025). Morone, Flaviano ; Barucca, Paolo. In: Papers. RePEc:arx:papers:2501.07489.

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2025Multiscale Causal Analysis of Market Efficiency via News Uncertainty Networks and the Financial Chaos Index. (2025). Ataei, Masoud. In: Papers. RePEc:arx:papers:2505.01543.

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2024Evolving efficiency of the BRICS markets. (2024). Kulikova, Maria V ; Yu, Gennady ; Taylor, David R. 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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2024Exploring 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.

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2025A novel method for analyzing financial market efficiency through fuzzy set theory. (2025). Askari, Abolfazl ; Hajizadeh, Ehsan. In: Finance Research Letters. RePEc:eee:finlet:v:78:y:2025:i:c:s1544612325005069.

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2025Globalization and stock market efficiency. (2025). Acikgoz, Turker. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pc:s1544612325012139.

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2025Time-varying parameters as ridge regressions. (2025). Coulombe, Philippe Goulet. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:982-1002.

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2025Unveiling complex nonlinear dynamics in stock markets through topological data analysis. (2025). Nie, Chun-Xiao. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:680:y:2025:i:c:s0378437125006776.

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2024Non-Commodity Agricultural Price Hedging with Minimum Tracking Error Portfolios: The Case of Mexican Hass Avocado. (2024). Jose, Alvarez-Garcia ; de la Cruz, Maria ; de la Torre-Torres, Oscar V. In: Agriculture. RePEc:gam:jagris:v:14:y:2024:i:10:p:1692-:d:1486977.

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2024State-Dependent Model Based on Singular Spectrum Analysis Vector for Modeling Structural Breaks: Forecasting Indonesian Export. (2024). Prastyo, Dedy ; Sasmita, Yoga ; Kuswanto, Heri. In: Forecasting. RePEc:gam:jforec:v:6:y:2024:i:1:p:9-169:d:1337728.

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2024A New Random Coefficient Autoregressive Model Driven by an Unobservable State Variable. (2024). Pang, Yuxin ; Wang, Dehui. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:24:p:3890-:d:1540693.

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2024Impact 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.

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2024On 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.

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2024Impacts 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.

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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]		paper42
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: 42		article
2014International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach In: Papers.
[Full Text][Citation analysis]		paper32
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: 32		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]		paper2
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]		article65
2022An Alternative Estimation Method for Time-Varying Parameter Models In: Econometrics.
[Full Text][Citation analysis]		article2
2021Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach In: Mathematics.
[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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