The impact of a financial transaction tax on stylized facts of price returns—Evidence from the lab

Author:

Huber Jürgen,Kleinlercher Daniel,Kirchler Michael

Funder

Austrian National Bank

Austrian Science Fund FWF

Austrian Academy of Science (DOC-fellowship Kleinlercher)

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference37 articles.

1. Some evidence that a Tobin tax on foreign exchange transactions might increase volatility;Aliber;European Finance Review,2003

2. Asset prices, trades' behavior and market design;Anufriev;Journal of Economic Dynamics and Control,2009

3. Transaction tax and stock market behavior: evidence from an emerging market;Baltagi;Empirical Economics,2006

4. Institutional architectures and behavioral ecologies in the dynamics of financial markets;Bottazzi;Journal of Mathematical Economics,2006

5. Theory of Financial Risks. From Statistical Physics to Risk Management;Bouchaud,2001

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