{"record_type":"pith_number_record","schema_url":"https://pith.science/schemas/pith-number/v1.json","pith_number":"pith:2012:TFBYEO6XNEHH2C3XPKBFX6R6K4","short_pith_number":"pith:TFBYEO6X","schema_version":"1.0","canonical_sha256":"9943823bd7690e7d0b777a825bfa3e5732bea165c056670909d5e2c317019f23","source":{"kind":"arxiv","id":"1203.5176","version":14},"attestation_state":"computed","paper":{"title":"International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.ST","authors_text":"Akihiko Noda, Mikio Ito, Tatsuma Wada","submitted_at":"2012-03-23T05:30:15Z","abstract_excerpt":"This paper develops a non-Bayesian methodology to analyze the time-varying structure of international linkages and market efficiency in G7 countries. We consider a non-Bayesian time-varying vector autoregressive (TV-VAR) model, and apply it to estimate the joint degree of market efficiency in the sense of Fama (1970, 1991). Our empirical results provide a new perspective that the international linkages and market efficiency change over time and that their behaviors correspond well to historical events of the international financial system."},"verification_status":{"content_addressed":true,"pith_receipt":true,"author_attested":false,"weak_author_claims":0,"strong_author_claims":0,"externally_anchored":false,"storage_verified":false,"citation_signatures":0,"replication_records":0,"graph_snapshot":true,"references_resolved":false,"formal_links_present":false},"canonical_record":{"source":{"id":"1203.5176","kind":"arxiv","version":14},"metadata":{"license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","primary_cat":"q-fin.ST","submitted_at":"2012-03-23T05:30:15Z","cross_cats_sorted":[],"title_canon_sha256":"43b6c93f5eb98cf769f5b57e03fa467661dcf3a99d92ff08507ad7fa3400de24","abstract_canon_sha256":"1085b3a927b53009c597ba7d4f9ed25f3a21dca6643eef4bd9c8d519f894f432"},"schema_version":"1.0"},"receipt":{"kind":"pith_receipt","key_id":"pith-v1-2026-05","algorithm":"ed25519","signed_at":"2026-05-18T01:34:59.603024Z","signature_b64":"n9IWzzgrh3RD4DCKQSVGwQi5tRofvggS7ZpLHvjT/cHsBFp7JvdLwf0p6USoI4+DytJc5xN3t7iMV6D/6I6DAg==","signed_message":"canonical_sha256_bytes","builder_version":"pith-number-builder-2026-05-17-v1","receipt_version":"0.3","canonical_sha256":"9943823bd7690e7d0b777a825bfa3e5732bea165c056670909d5e2c317019f23","last_reissued_at":"2026-05-18T01:34:59.602380Z","signature_status":"signed_v1","first_computed_at":"2026-05-18T01:34:59.602380Z","public_key_fingerprint":"8d4b5ee74e4693bcd1df2446408b0d54"},"graph_snapshot":{"paper":{"title":"International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"q-fin.ST","authors_text":"Akihiko Noda, Mikio Ito, Tatsuma Wada","submitted_at":"2012-03-23T05:30:15Z","abstract_excerpt":"This paper develops a non-Bayesian methodology to analyze the time-varying structure of international linkages and market efficiency in G7 countries. We consider a non-Bayesian time-varying vector autoregressive (TV-VAR) model, and apply it to estimate the joint degree of market efficiency in the sense of Fama (1970, 1991). Our empirical results provide a new perspective that the international linkages and market efficiency change over time and that their behaviors correspond well to historical events of the international financial system."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1203.5176","kind":"arxiv","version":14},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"},"aliases":[{"alias_kind":"arxiv","alias_value":"1203.5176","created_at":"2026-05-18T01:34:59.602482+00:00"},{"alias_kind":"arxiv_version","alias_value":"1203.5176v14","created_at":"2026-05-18T01:34:59.602482+00:00"},{"alias_kind":"doi","alias_value":"10.48550/arxiv.1203.5176","created_at":"2026-05-18T01:34:59.602482+00:00"},{"alias_kind":"pith_short_12","alias_value":"TFBYEO6XNEHH","created_at":"2026-05-18T12:27:23.164592+00:00"},{"alias_kind":"pith_short_16","alias_value":"TFBYEO6XNEHH2C3X","created_at":"2026-05-18T12:27:23.164592+00:00"},{"alias_kind":"pith_short_8","alias_value":"TFBYEO6X","created_at":"2026-05-18T12:27:23.164592+00:00"}],"events":[],"event_summary":{},"paper_claims":[],"inbound_citations":{"count":0,"internal_anchor_count":0,"sample":[]},"formal_canon":{"evidence_count":0,"sample":[],"anchors":[]},"links":{"html":"https://pith.science/pith/TFBYEO6XNEHH2C3XPKBFX6R6K4","json":"https://pith.science/pith/TFBYEO6XNEHH2C3XPKBFX6R6K4.json","graph_json":"https://pith.science/api/pith-number/TFBYEO6XNEHH2C3XPKBFX6R6K4/graph.json","events_json":"https://pith.science/api/pith-number/TFBYEO6XNEHH2C3XPKBFX6R6K4/events.json","paper":"https://pith.science/paper/TFBYEO6X"},"agent_actions":{"view_html":"https://pith.science/pith/TFBYEO6XNEHH2C3XPKBFX6R6K4","download_json":"https://pith.science/pith/TFBYEO6XNEHH2C3XPKBFX6R6K4.json","view_paper":"https://pith.science/paper/TFBYEO6X","resolve_alias":"https://pith.science/api/pith-number/resolve?arxiv=1203.5176&json=true","fetch_graph":"https://pith.science/api/pith-number/TFBYEO6XNEHH2C3XPKBFX6R6K4/graph.json","fetch_events":"https://pith.science/api/pith-number/TFBYEO6XNEHH2C3XPKBFX6R6K4/events.json","actions":{"anchor_timestamp":"https://pith.science/pith/TFBYEO6XNEHH2C3XPKBFX6R6K4/action/timestamp_anchor","attest_storage":"https://pith.science/pith/TFBYEO6XNEHH2C3XPKBFX6R6K4/action/storage_attestation","attest_author":"https://pith.science/pith/TFBYEO6XNEHH2C3XPKBFX6R6K4/action/author_attestation","sign_citation":"https://pith.science/pith/TFBYEO6XNEHH2C3XPKBFX6R6K4/action/citation_signature","submit_replication":"https://pith.science/pith/TFBYEO6XNEHH2C3XPKBFX6R6K4/action/replication_record"}},"created_at":"2026-05-18T01:34:59.602482+00:00","updated_at":"2026-05-18T01:34:59.602482+00:00"}