Work

A test of the adaptive market hypothesis using a time-varying AR model in Japan

Year: 2016

Type: article

Source: Finance research letters

DOI: 10.1016/j.frl.2016.01.004

Author: Akihiko Noda

Institutions: Kyoto Sangyo University, Keio University, Keio Economic Observatory

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funder: Japan Society for the Promotion of Science

Awards: A Study on Time-Varying Structure of Market Integration and Market Efficiency in Modern Period: The Case of Rice Markets in Japan and Colonized Korea, A Study for the Time-Varying Structure of Foreign Exchange Markets using Non-Bayesian Time-Varying Econometric Models

OpenAlex ID: W1527151125

FWCI: 12.28

Cites: 20

Cited by: 106

Related to: 10