The impact of a financial transaction tax on stylized facts of price returns -- evidence from the lab
DOI10.1016/J.JEDC.2012.03.011zbMATH Open1345.91043OpenAlexW2085546657WikidataQ36743576 ScholiaQ36743576MaRDI QIDQ310972FDOQ310972
Authors: Daniel Kleinlercher, Michael Kirchler, Jürgen Huber 
Publication date: 28 September 2016
Published in: Journal of Economic Dynamics and Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2012.03.011
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Macroeconomic theory (monetary models, models of taxation) (91B64) Experimental studies (91A90) Financial applications of other theories (91G80)
Cites Work
- Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data
- A simple general approach to inference about the tail of a distribution
- Introduction to Econophysics
- Asset prices, traders' behavior and market design
- Title not available (Why is that?)
- Title not available (Why is that?)
- Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility *
- Institutional architectures and behavioral ecologies in the dynamics of financial markets
- Tobin tax and market depth
- The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioral finance approach
Cited In (6)
- Are transaction taxes a cause of financial instability?
- An experiment on the efficiency of bilateral exchange under incomplete markets
- How tournament incentives affect asset markets: a comparison between winner-take-all tournaments and elimination contests
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