Kingdom and Japan reinforces the notion that the volatility seen in the 2008 crisis was relatively short-lived. While there is … the United States to show how stock volatility has changed over time. It also uses various measures of volatility implied … 2008. This episode was associated with historically high levels of stock market volatility, particularly among financial …

It is a common practice in finance to estimate volatility from the sum of frequently-sampled squared returns. However …-time assumption on the underlying returns. Under our framework, it becomes clear why and where the usual' volatility estimator fails …

, especially those using high frequency trading (HFT). Trading in dark venues due to a wider MPV reduces volatility and increases …

this view. The evidence comes from the introduction of trading in Tokyo over the lunch-hour. Lunch return variance doubles … change with the trading rules. Having eliminated public information as the cause, we exploit the volatility pattern over the … the predictions of private-information models. First, the volatility U-shape flattens: greater revelation over lunch …

In analyzing the dynamics of Tokyo housing price, we have compiled annual micro data sets from individual listings in a … regressions give estimates of price and rent increases in the last 11 years in Tokyo. According to these estimates, prices …