The impact of a financial transaction tax on stylized facts of price returns -- evidence from the lab (Q310972)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The impact of a financial transaction tax on stylized facts of price returns -- evidence from the lab |
scientific article; zbMATH DE number 6630490
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The impact of a financial transaction tax on stylized facts of price returns -- evidence from the lab |
scientific article; zbMATH DE number 6630490 |
Statements
The impact of a financial transaction tax on stylized facts of price returns -- evidence from the lab (English)
0 references
28 September 2016
0 references
financial transaction tax
0 references
stylized facts
0 references
fat tails
0 references
volatility clustering
0 references
experiment
0 references
0 references
0 references
0 references
0.82371265
0 references
0.81508297
0 references
0.80455923
0 references
0.80394524
0 references
0.79968876
0 references
0.7938331
0 references
0.7876471
0 references
0.7847052
0 references
