Tobin tax and market depth

DOI10.1080/14697680500041064zbMath1118.91335arXivcond-mat/0311581OpenAlexW2102798258MaRDI QIDQ5697328

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Publication date: 17 October 2005

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0311581

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Related Items (5)

Are transaction taxes a cause of financial instability? ⋮ The impact of a financial transaction tax on stylized facts of price returns -- evidence from the lab ⋮ A limit order book model for latency arbitrage ⋮ The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: a behavioral finance approach ⋮ THE WORKING OF CIRCUIT BREAKERS WITHIN PERCOLATION MODELS FOR FINANCIAL MARKETS

Cites Work

• Heterogeneous beliefs and routes to chaos in a simple asset pricing model
• Artificial economic life: A simple model of a stockmarket
• PERCOLATION MODELS OF FINANCIAL MARKET DYNAMICS
• HERD BEHAVIOR AND AGGREGATE FLUCTUATIONS IN FINANCIAL MARKETS
• VOLATILITY CLUSTERING IN FINANCIAL MARKETS: A MICROSIMULATION OF INTERACTING AGENTS
• MARKET DEPTH AND PRICE DYNAMICS: A NOTE

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