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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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0111 · Nov 201919922001200920172026
2 results for “wartime”
Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924-1943q-fin.ST

Study finds varying market efficiency in prewar and wartime Japanese stock market.

problem Measuring market efficiency in prewar and wartime Japanese stock market.
method Using a new market capitalization-weighted stock price index, the study examines market efficiency over time and historical events.
result The adaptive market hypothesis is supported in the prewar and wartime Japanese stock market, with efficiency varying over time and with historical events.
Japanese stock marketmarket efficiencyprewarwartimeadaptive market hypothesis
2019-11-11abs ↗pdf ↗
Wartime Controls, Political Connections, and the Pricing of Zaibatsu Rents in Japan, 1930-1943econ.GN

The study analyzes how wartime controls influenced zaibatsu stock prices in Japan.

problem How wartime economic controls affected zaibatsu stock prices in Japan.
method Developed a four-portfolio asset-pricing model and used a CAPM-AR(p)-SV event-study framework.
result Wartime economic controls influenced stock prices through financing wedges and zaibatsu affiliation.
Wartime ControlsJapanStock PricesZaibatsuAsset Pricing
2026-05-20abs ↗pdf ↗