Akihiko Noda : Citation Profile

Keio University (20% share)
Meiji University (80% share)

5

H index

4

i10 index

155

Citations

RESEARCH PRODUCTION:

12

Articles

17

Papers

RESEARCH ACTIVITY:

   14 years (2010 - 2024). See details.
   Cites by year: 11
   Journals where Akihiko Noda has often published
   Relations with other researchers
   Recent citing documents: 27.    Total self citations: 17 (9.88 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pno127
   Updated: 2026-02-07    RAS profile: 2024-06-08    
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Relations with other researchers

Works with:

Ito, Mikio (2)

Wada, Tatsuma (2)

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

Is cited by:

Grossman, Richard (6)

GUPTA, RANGAN (4)

El Montasser, Ghassen (4)

Ajmi, Ahdi Noomen (4)

Turner, John (4)

Gil-Alana, Luis (4)

Urquhart, Andrew (4)

Charfeddine, Lanouar (4)

Abakah, Emmanuel (3)

Lugauer, Steven (3)

Mark, Nelson (3)

Cites to:

Ito, Mikio (26)

Wada, Tatsuma (19)

Fama, Eugene (15)

Perron, Pierre (15)

Hansen, Bruce (13)

Lim, Kian-Ping (12)

Ng, Serena (11)

Newey, Whitney (10)

Elliott, Graham (10)

West, Kenneth (10)

Stock, James (9)

Main data

Where Akihiko Noda has published?

Journals with more than one article published# docs
Economics Bulletin3
Applied Economics2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org15
Keio/Kyoto Joint Global COE Discussion Paper Series / Keio/Kyoto Joint Global COE Program2

Recent works citing Akihiko Noda (2025 and 2024)

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

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2024The Concentration Risk Indicator: Raising the Bar for Financial Stability and Portfolio Performance Measurement. (2024). Kashyap, Ravi. In: Papers. RePEc:arx:papers:2408.07271.

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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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2024Google search and cross-section of cryptocurrency returns and trading activities. (2024). Vo, Duc Hong ; Hoang, Lai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001060.

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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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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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2024Insights 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.

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2025The battle of informational efficiency: Cryptocurrencies vs. classical assets. (2025). , Jos. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:664:y:2025:i:c:s0378437125000792.

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2024Adaptive market hypothesis: A comparison of Islamic and conventional stock indices. (2024). Ali, Shahid ; Rehman, Naser ; Akbar, Muhammad ; Ullah, Ihsan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:460-477.

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2025Market efficiency and its determinants: Macro-level dynamics and micro-level characteristics of cryptocurrencies. (2025). Abedin, Mohammad Zoynul ; Isskandarani, Layal ; Sharif, Taimur ; Bouteska, Ahmed. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025001017.

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2024Do clean and dirty cryptocurrencies connect financial assets differently? The perspective of market inefficiency. (2024). Urquhart, Andrew ; Peng, Long ; Zhang, Liya ; Duan, Kun ; Yao, Kai. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001442.

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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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2024Predictive Patterns and Market Efficiency: A Deep Learning Approach to Financial Time Series Forecasting. (2024). Radovanovi, Milan ; Zinovev, Vyacheslav ; Simeunovi, Ivana ; Radenkovi, Sonja D ; Vukovi, Darko B. In: Mathematics. RePEc:gam:jmathe:v:12:y:2024:i:19:p:3066-:d:1489402.

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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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2025Greening crypto portfolios: the diversification and safe haven potential of clean cryptocurrencies. (2025). Kuang, Wei. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04910-z.

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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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2024Cryptocurrency 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.

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2024Herding 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.

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2024The nexus between the volatility of Bitcoin, gold, and American stock markets during the COVID-19 pandemic: evidence from VAR-DCC-EGARCH and ANN models. (2024). Rounaghi, Mohammad Mahdi ; Terraza, Virginie ; Pek, Asli Boru. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00520-3.

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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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2024Pattern 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.

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2024On 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.

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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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2024Market efficiency of the cryptocurrencies: Some new evidence based on price–volume relationship. (2024). Sahoo, Pradipta Kumar ; Sethi, Dinabandhu. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1569-1580.

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2024The isotropy of cryptocurrency volatility. (2024). Mohamad, Azhar ; Hairudin, Aiman. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3779-3810.

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2025The impact of cryptocurrency heists on Bitcoins market efficiency. (2025). Ashton, John ; Manahov, Viktor ; Li, Mingnan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:30:y:2025:i:3:p:2912-2929.

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Works by Akihiko Noda:

YearTitleTypeCited
2015The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach In: Papers.
[Full Text][Citation analysis]		paper39
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: 39		article
2014International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach In: Papers.
[Full Text][Citation analysis]		paper29
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: 29		article
2016A Test of the Adaptive Market Hypothesis using a Time-Varying AR Model in Japan In: Papers.
[Full Text][Citation analysis]		paper36
2016A 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: 36		article
2017Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets In: Papers.
[Full Text][Citation analysis]		paper0
2016Market efficiency and government interventions in prewar Japanese rice futures markets.(2016) In: Financial History Review.
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This paper has nother version. Agregated cites: 0		article
2017The Futures Premium and Rice Market Efficiency in Prewar Japan In: Papers.
[Full Text][Citation analysis]		paper3
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: 3		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
2020On the Evolution of Cryptocurrency Market Efficiency In: Papers.
[Full Text][Citation analysis]		paper38
2021On the evolution of cryptocurrency market efficiency.(2021) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38		article
2024Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924-1943 In: Papers.
[Full Text][Citation analysis]		paper0
2021Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model In: Papers.
[Full Text][Citation analysis]		paper0
2021Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic In: Papers.
[Full Text][Citation analysis]		paper0
2022Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic.(2022) In: Economics Bulletin.
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This paper has nother version. Agregated cites: 0		article
2024Time Instability of the Fama-French Multifactor Models: An International Evidence In: Papers.
[Full Text][Citation analysis]		paper0
2024On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices In: Papers.
[Full Text][Citation analysis]		paper0
2010Measuring the Intertemporal Elasticity of Substitution for Consumption: Some Evidence from Japan In: Economics Bulletin.
[Full Text][Citation analysis]		article5
2011Testing the Catching up with the Joneses Model with Consumption Externality in Japan In: Economics Bulletin.
[Full Text][Citation analysis]		article0
2022An Alternative Estimation Method for Time-Varying Parameter Models In: Econometrics.
[Full Text][Citation analysis]		article1
2021Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach In: Mathematics.
[Full Text][Citation analysis]		article1
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.
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This paper has nother version. Agregated cites: 0		article
2010Addictive Behavior of Japanese Husbands and Wives In: Keio/Kyoto Joint Global COE Discussion Paper Series.
[Full Text][Citation analysis]		paper0

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