Following other leading international securities markets, the Tokyo stock exchange [TSE] has adopted a publicly … endogeneity, we find increased volatility and higher order book depth at the best bid and ask prices, while total depth is not …

-term interdependence among the prices of the four non-agricultural commodity products traded at the Tokyo Commodity Exchange. The finding …

Financial market volatility is an important element when setting up port- folio management strategies, option pricing … bigger impact on stock market volatility, namely at sensitivity, persistence and asymmetric effects. …