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

Principal Investigator(s):  View help for Principal Investigator(s) Akihiko Noda, Meiji University; Keio University; Kenichi Hirayama, Tokio Marine Asset Management Co., Ltd.

Version:  View help for Version V2

Name File Type Size Last Modified
replication.zip application/zip 44.1 KB 05/08/2024 08:39:PM

Project Citation: 

Noda, Akihiko, and Hirayama, Kenichi. Replication files for “Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924–1943.” Ann Arbor, MI: Inter-university Consortium for Political and Social Research [distributor], 2024-05-09. https://doi.org/10.3886/E202402V2

Project Description

Summary:  View help for Summary 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.
Funding Sources:  View help for Funding Sources Japan Society for the Promotion of Science (19K13747; 23H00838); Japan Science and Technology Agency (JPMJMS2215)

Scope of Project

Subject Terms:  View help for Subject Terms Adaptive Market Hypothesis; Market Efficiency; GLS-Based Time-Varying Model Approach; Price Control Policy; War Risk Premium
Geographic Coverage:  View help for Geographic Coverage Japan
Time Period(s):  View help for Time Period(s) 6/1926 – 4/1943
Data Type(s):  View help for Data Type(s) aggregate data


Related Publications

Download this project

Published Versions

V2 [2024-05-09]

V1 [2024-05-09]

Export Metadata

Dublin Core

DDI 2.5

Report a Problem

Found a serious problem with the data, such as disclosure risk or copyrighted content? Let us know.

This material is distributed exactly as received from the data depositor. As of April 2026, depositors are required to submit study materials in accessible formats. ICPSR has not reviewed, checked, or processed this material. For additional information about the study, please contact the investigator(s) directly. If you have questions about the accessibility of materials distributed by ICPSR or require further assistance, please visit ICPSR's Accessibility Center.