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Fingerprint Dive into the research topics where Mikio Itou is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 3 Similar Profiles
Market efficiency Business & Economics
Time-varying Business & Economics
Japan Business & Economics
Stock market efficiency Business & Economics
Stock market Business & Economics
Futures markets Business & Economics
Government intervention Business & Economics
Government Arts & Humanities

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Research Output 2009 2018

  • 79 Citations
  • 3 h-Index
  • 6 Article

The futures premium and rice market efficiency in prewar Japan

Itou, M., Maeda, K. & Noda, A., 2018 Aug 1, In : Economic History Review. 71, 3, p. 909-937 29 p.

Research output: Contribution to journalArticle

Premium
Market efficiency
Japan
Futures markets
Colonies
1 Citation (Scopus)

Market efficiency and government interventions in prewar Japanese rice futures markets

Noda, A., Itou, M. & Maeda, K., 2016 Dec 1, In : Financial History Review. 23, 3, p. 325-346 22 p.

Research output: Contribution to journalArticle

Government intervention
Futures markets
Market efficiency
Government
Tokyo
16 Citations (Scopus)

The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach

Itou, M., Noda, A. & Wada, T., 2015 Sep 10, (Accepted/In press) In : Applied Economics.

Research output: Contribution to journalArticle

Stock market efficiency
Time-varying
Stock market
Recession
Market efficiency
12 Citations (Scopus)

International stock market efficiency: a non-Bayesian time-varying model approach

Itou, M., Noda, A. & Wada, T., 2014, In : Applied Economics. 46, 23, p. 2744-2754 11 p.

Research output: Contribution to journalArticle

Stock market efficiency
International stock markets
Market efficiency
Time-varying
International markets

The GEL estimates resolve the risk-free rate puzzle in Japan

Itou, M. & Noda, A., 2012 Mar, In : Applied Financial Economics. 22, 5, p. 365-374 10 p.

Research output: Contribution to journalArticle

Generalized empirical likelihood
Japan
Risk-free rate puzzle
Mean squared error
Capital asset pricing model