Financial transaction taxes and the informational efficiency of financial markets: A structural estimation

Author:

Cipriani MarcoORCID,Guarino AntonioORCID,Uthemann Andreas

Funder

Economic and Social Research Council

Systemic Risk Centre

Publisher

Elsevier BV

Subject

Strategy and Management,Economics and Econometrics,Finance,Accounting

Reference49 articles.

1. Quantifying the high-frequency trading “arms race”;Aquilina;Q. J. Econ.,2022

2. Multidimensional uncertainty and herd behavior in financial markets;Avery;Am. Econ. Rev.,1998

3. A theory of fads, fashion, custom, and cultural change as informational cascades;Bikhchandani;J. Polit. Economy,1992

4. Information-based trading, price impact of trades, and trade autocorrelation;Chung;J. Bank. Finance,2005

5. Herd behavior and contagion in financial markets;Cipriani;BE J. Theor. Econ.,2008

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