3 citations
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q-fin.GN2016★ 2 cited
Market Integration in the Prewar Japanese Rice Markets
Mikio Ito, Kiyotaka Maeda, Akihiko Noda
This paper examines the integration process of the Japanese major rice markets (Tokyo and Osaka) from 1881 to 1932. Using a non-Bayesian time-varying vector error correction model,…
q-fin.GN2014★ 2 cited
Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets
Mikio Ito, Kiyotaka Maeda, Akihiko Noda
This study analyzes how colonial rice trade in prewar Japan affected its rice market, considering several government interventions in the two rice futures exchanges in Tokyo and Os…