Replication files for "Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924–1943"

Noda, Akihiko;Hirayama, Kenichi

Description

This repository stores replication files for "Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924–1943," recently accepted by the Asia-Pacific Economic History Review.

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Metrics

Dataset Index

0.8

FAIR Score

73%

Citations

Mentions

Metrics Over Time

Publication Details

DOI

10.3886/e202402

Publisher

ICPSR - Interuniversity Consortium for Political and Social Research

Assigned Domain

Subfield

Management Science and Operations Research

Field

Decision Sciences

Domain

Social Sciences

Confidence Score

44%

Source

Scholar Data Model

Keywords

Adaptive Market HypothesisMarket EfficiencyGLS-Based Time-Varying Model ApproachPrice Control PolicyWar Risk Premium

Normalization Factors

30.77

CTw

1.00

MTw

1.00