US experience with futures transaction taxes
Author:
Affiliation:
1. Office of the Chief Economist Commodity Futures Trading Commission Washington District of Columbia USA
Publisher
Wiley
Subject
Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1002/fut.22276
Reference45 articles.
1. A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices
2. Illiquidity and stock returns: cross-section and time-series effects
3. The impact of the French Tobin tax
4. Price Volatility, Trading Volume, and Market Depth: Evidence from Futures Markets
5. Transaction tax and market quality of U.S. futures exchanges: an ex‐ante analysis;Bjursell C. J.;Review of Futures Markets,2012
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