Information asymmetries, volatility, liquidity, and the Tobin Tax
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- Danilova, Albina & Julliard, Christian, 2015. "Information asymmetries, volatility, liquidity and the Tobin Tax," LSE Research Online Documents on Economics 119016, London School of Economics and Political Science, LSE Library.
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More about this item
Keywords
information based trading; asymmetric informations; time varying volatility; liquidity; trade volume.; number of trades; stochastic volatility; Tobin tax;All these keywords.
JEL classification:
- D82 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Asymmetric and Private Information; Mechanism Design
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CFN-2016-02-29 (Corporate Finance)
- NEP-MST-2016-02-29 (Market Microstructure)
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