5
H index
4
i10 index
120
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 (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 |
| 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 | A new look at financial markets efficiency from linear response theory. (2023). de Las, Javier F ; Sanchez-Granero, Miguel A ; Clara-Rahola, Joaquim ; Puertas, Antonio M ; Trinidad-Segovia, Juan E. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006316. Full description at Econpapers || Download paper |
| 2023 | Fintech market efficiency: A multifractal detrended fluctuation analysis. (2023). Suresh, Sheena Sara ; Naysary, Babak ; Shrestha, Keshab. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001484. Full description at Econpapers || Download paper |
| 2023 | Time-varying market efficiency of safe-haven assets. (2023). Leirvik, Thomas ; Okoroafor, Ugochi C. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323003963. Full description at Econpapers || Download paper |
| 2023 | Predict or to be predicted? A transfer entropy view between adaptive green markets, structural shocks and sentiment index. (2023). Morais, Flavio ; Ferreira, Joaquim. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004725. Full description at Econpapers || Download paper |
| 2023 | Decentralized Autonomous Organizations (DAOs): Catalysts for enhanced market efficiency. (2023). Gnabo, Jean-Yves ; Riaza, Baptiste Perez. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008176. Full description at Econpapers || Download paper |
| 2023 | The 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. 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 |
| 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 |
| 2023 | Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19. (2023). Bhandari, Avishek ; Yousaf, Imran ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002070. 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 Bank of Japan’s exchange traded fund purchases: a help or hindrance to market efficiency?. (2023). Steyn, Conrad Alexander ; Charteris, Ailie. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-023-00307-2. 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 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 | 30 |
| 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: 30 | article | |
| 2014 | International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach In: Papers. [Full Text][Citation analysis] | paper | 23 |
| 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: 23 | article | |
| 2016 | A Test of the Adaptive Market Hypothesis using a Time-Varying AR Model in Japan In: Papers. [Full Text][Citation analysis] | paper | 31 |
| 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: 31 | 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 | 25 |
| 2021 | On the evolution of cryptocurrency market efficiency.(2021) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | 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 | 0 |
| 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 November, 3 2024. Contact: CitEc Team