AKIHIKO NODA

ノダアキヒコ | AKIHIKO NODA

Affiliation and department：
Job title： Professor
Homepage URL (1)： https://at-noda.com/

Research field (2)： Money and finance , Economic statistics

Research keywords (5)： Financial Econometrics , Time Series Analysis , State Space Model , Efficient Market Hypothesis , Adaptive Market Hypothesis

Research theme for competitive and other funds (11)：

2023 - 2028 A Comprehensive Study on the Construction of Very Long-Term Time Series Data and Price Formation Function in Japanese Financial Markets
2019 - 2023 A Study on the Relationship between Time-Varying Structure of Anomalies and Speculative Bubbles in International Stock Markets
2018 - 2021 Quantitative analysis on integration and price formation of Tokyo and Osaka stock markets before the Second World War
2017 - 2020 Price formation and market management in commodity exchanges after World War I: Empirical research by using the Dojima Kome Shijo Monjo
2017 - 2020 時変計量経済モデルを用いた為替レート予測に関する研究

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Papers (19)：

Kenichi Hirayama, Akihiko Noda. Measuring the time-varying market efficiency in the prewar and wartime Japanese stock market, 1924-1943. Asia-Pacific Economic History Review. 2024
Mikio Ito, Akihiko Noda, Tatsuma Wada. An Alternative Estimation Method for Time-Varying Parameter Models. Econometrics. 2022. 10. 2. 23-23
Akihiko Noda. Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic. Economics Bulletin. 2022. 42. 2. 653-661
Mikio Ito, Akihiko Noda, Tatsuma Wada. Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach. Mathematics. 2021. 9. 8. 849-849
Akihiko Noda. On the Evolution of Cryptocurrency Market Efficiency. Applied Economics Letters. 2021. 28. 6. 433-439

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Books (2)：

Lectures and oral presentations (39)：

Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model
(日本経済学会2022年度秋季大会 2022)
Estimating the Time-Varying Structure of the Fama-French Multi-Factor Models
(Western Economic Association International 97th Annual Conference 2022)
Measuring the Time-Varying Market Efficiency in Prewar Japanese Stock Markets
(2021)
Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model
(Western Economic Association International 96th Annual Conference 2021)
Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model,
(2020)

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Work history (7)：

2023/04 - 現在 Meiji University School of Commerce Professor
2021/04 - 2023/03 Meiji University School of Commerce Associate Professor
2015/04 - 2021/03 Kyoto Sangyo University Faculty of Economics Associate Professor
2014/04 - 2015/03 Wakayama University Faculty of Economics Associate Professor
2012/04 - 2014/03 Wakayama University Faculty of Economics Senior Assistant Professor

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Committee career (1)：

2018/10/24 - 2019/01/28 Department of Economics and Finance, La Trobe School of Business, La Trobe University 博士論文外部審査員

Awards (1)：

Association Membership(s) (6)：

日本経済学会 , 日本ファイナンス学会 , Econometric Society , Western Economic Association International , Society for American Baseball Research , 社会経済史学会

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