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Financial transaction taxes, market composition, and liquidity
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Cited by:
- Cipriani, Marco & Guarino, Antonio & Uthemann, Andreas, 2022.
"Financial transaction taxes and the informational efficiency of financial markets: A structural estimation,"
Journal of Financial Economics, Elsevier, vol. 146(3), pages 1044-1072.
- Antonio Guarino & Andreas Uthemann & Marco Cipriani, 2015. "Financial Transaction Taxes anf the Informational Efficiency of Financial Markets: A Structural Estimation," 2015 Meeting Papers 1165, Society for Economic Dynamics.
- Marco Cipriani & Antonio Guarino & Andreas Uthemann, 2021. "Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation," Staff Reports 993, Federal Reserve Bank of New York.
- Marco Cipriani & Antonio Guarino & Andreas Uthemann, 2019. "Financial transaction taxes and the informational efficiency of financial markets: a structural estimation," CeMMAP working papers CWP07/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Cipriani, Marco & Guarino, Antonio & Uthemann, Andreas, 2022. "Financial transaction taxes and the informational efficiency of financial markets: a structural estimation," LSE Research Online Documents on Economics 115664, London School of Economics and Political Science, LSE Library.
- Cipriani, Marco & Guarino, Antonio & Uthemann, Andreas, 2019. "Financial transaction taxes and the informational efficiency of financial markets: a structural estimation," LSE Research Online Documents on Economics 118905, London School of Economics and Political Science, LSE Library.
- Cipriani, Marco & Guarino, Antonio & Uthemann, Andreas, 2022. "Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation," CEPR Discussion Papers 17238, C.E.P.R. Discussion Papers.
- Eichfelder, Sebastian & Noack, Mona & Noth, Felix, 2022. "The impact of financial transaction taxes on stock markets: Short-run effects, long-run effects, and reallocation of trading activity," IWH Discussion Papers 12/2022, Halle Institute for Economic Research (IWH).
- Taneli Mäkinen & Francesco Palazzo, 2017. "The double bind of asymmetric information in over-the-counter markets," Temi di discussione (Economic working papers) 1128, Bank of Italy, Economic Research and International Relations Area.
- Iryna Veryzhenko & Arthur Jonath & Etienne Harb, 2020. "Non-Value-Added Tax to Improve Market Fairness," Working Papers hal-02881064, HAL.
- Iryna Veryzhenko & Arthur Jonath & Etienne Harb, 2022. "Non-Value-Added Tax to improve market fairness and quality," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-30, December.
- Eduardo Dávila, 2023.
"Optimal Financial Transaction Taxes,"
Journal of Finance, American Finance Association, vol. 78(1), pages 5-61, February.
- Eduardo Davila, 2014. "Optimal Financial Transaction Taxes," 2014 Meeting Papers 114, Society for Economic Dynamics.
- Eduardo Dávila, 2020. "Optimal Financial Transaction Taxes," NBER Working Papers 27826, National Bureau of Economic Research, Inc.
- Luo, Dan & Mao, Yipeng, 2021. "Fundamental volatility and informative trading volume in a rational expectations equilibrium," Economic Modelling, Elsevier, vol. 105(C).
- Ramiro Losada, Albert Martínez Pastor, 2023. "Analysys of the implementation of the Spanish Financial Transaction Tax in equity markets," CNMV Working Papers CNMV Working Papers no. 8, CNMV- Spanish Securities Markets Commission - Research and Statistics Department.
- Cappelletti, Giuseppe & Guazzarotti, Giovanni & Tommasino, Pietro, 2017.
"The stock market effects of a securities transaction tax: Quasi-experimental evidence from Italy,"
Journal of Financial Stability, Elsevier, vol. 31(C), pages 81-92.
- Tommasino, Pietro & Cappelletti, Giuseppe & Guazzarotti, Giovanni, 2016. "The stock market effects of a securities transaction tax: quasi-experimental evidence from Italy," Working Paper Series 1949, European Central Bank.
- Nathalie Oriol & Iryna Veryzhenko, 2019.
"Market structure or traders' behavior? A multi agent model to assess flash crash phenomena and their regulation,"
Quantitative Finance, Taylor & Francis Journals, vol. 19(7), pages 1075-1092, July.
- Nathalie Oriol & Iryna Veryzhenko, 2019. "Market structure or traders' behavior? A multi agent model to assess flash crash phenomena and their regulation," Post-Print halshs-01984442, HAL.
- Adam, Klaus & Beutel, Johannes & Marcet, Albert & Merkel, Sebastian, 2015.
"Can a financial transaction tax prevent stock price booms?,"
Journal of Monetary Economics, Elsevier, vol. 76(S), pages 90-109.
- Klaus Adam & Albert Marcet & Sebastian Merkel & Johannes Beutel, 2015. "Can a Financial Transaction Tax Prevent Stock Price Booms?," Working Papers 840, Barcelona School of Economics.
- Adam, Klaus & Marcet, Albert & Merkel, Sebastian & Beutel, Johannes, 2015. "Can a financial transaction tax prevent stock price booms?," Working Papers 15-10, University of Mannheim, Department of Economics.
- Marcet, Albert & Adam, Klaus & Beutel, Johannes & Merkel, Sebastian, 2015. "Can a Financial Transaction Tax Prevent Stock Price Booms?," CEPR Discussion Papers 10727, C.E.P.R. Discussion Papers.
- Ramiro Losada, Albert Martínez Pastor, 2023. "Análisis sobre la implantación del impuesto español sobre transacciones financieras en los mercados de renta," CNMV Documentos de Trabajo CNMV Documentos de Trabaj, CNMV- Comisión Nacional del Mercado de Valores - Departamento de Estudios y Estadísticas.
- Tobias Dieler & Sonny Biswas & Giacomo Calzolari & Fabio Castiglionesi, 2023. "Asset Trade, Real Investment, and a Tilting Financial Transaction Tax," Management Science, INFORMS, vol. 69(4), pages 2401-2424, April.
- O’Donoghue, Shawn M., 2022. "Transaction fees: Impact on institutional order types, commissions, and execution quality," Journal of Financial Markets, Elsevier, vol. 60(C).
- Kang, Sang Hoon & Maitra, Debasish & Dash, Saumya Ranjan & Brooks, Robert, 2019. "Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets," Pacific-Basin Finance Journal, Elsevier, vol. 58(C).
- Zhang, Hua & Chen, Jinyu & Shao, Liuguo, 2021. "Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19," International Review of Financial Analysis, Elsevier, vol. 77(C).
- Aggarwal, Nidhi & Panchapagesan, Venkatesh & Thomas, Susan, 2023.
"When is the order-to-trade ratio fee effective?,"
Journal of Financial Markets, Elsevier, vol. 62(C).
- NIdhi Aggarwal & Venkatesh Panchapagesan & Susan Thomas, 2022. "When is the order-to-trade ratio fee effective?," Working Papers 11, xKDR.
- Nidhi Aggarwal & Venkatesh Panchapagesan & Susan Thomas, 2019.
"When do regulatory interventions work?,"
Indira Gandhi Institute of Development Research, Mumbai Working Papers
2019-011, Indira Gandhi Institute of Development Research, Mumbai, India.
- Nidhi Aggarwal & Venkatesh Panchapagesan & Susan Thomas, 2019. "When do regulatory interventions work?," Working Papers id:13040, eSocialSciences.
- Hans Degryse & Mark Van Achter & Gunther Wuyts, 2022. "Plumbing of Securities Markets: The Impact of Post-trade Fees on Trading and Welfare," Management Science, INFORMS, vol. 68(1), pages 635-653, January.
- Zhang, Chris H. & Frijns, Bart, 2019. "Noise trading and informational efficiency," EconStor Preprints 198037, ZBW - Leibniz Information Centre for Economics.
- Veryzhenko, Iryna & Harb, Etienne & Louhichi, Waël & Oriol, Nathalie, 2017.
"The impact of the French financial transaction tax on HFT activities and market quality,"
Economic Modelling, Elsevier, vol. 67(C), pages 307-315.
- Iryna Veryzhenko & Etienne Harb & Waël Louhichi & Nathalie Oriol, 2017. "The Impact of the French Financial Transaction Tax on HFT Activities and Market Quality," GREDEG Working Papers 2017-05, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
- Eduardo Dávila & Cecilia Parlatore, 2021.
"Trading Costs and Informational Efficiency,"
Journal of Finance, American Finance Association, vol. 76(3), pages 1471-1539, June.
- Cecilia Parlatore & Eduardo Davila, 2016. "Trading Costs and Informational Efficiency," 2016 Meeting Papers 494, Society for Economic Dynamics.
- Eduardo Dávila & Cecilia Parlatore, 2019. "Trading Costs and Informational Efficiency," NBER Working Papers 25662, National Bureau of Economic Research, Inc.
- He, Eric & Jacob, Martin & Vashishtha, Rahul & Venkatachalam, Mohan, 2022. "Does differential taxation of short-term relative to long-term capital gains affect long-term investment?," Journal of Accounting and Economics, Elsevier, vol. 74(1).
- Capelle-Blancard, Gunther & Khemakhem, Emna, 2024. "The impact of the capital gains tax on the Korean derivatives market," Finance Research Letters, Elsevier, vol. 64(C).
- Paulo Pereira Silva, 2023. "Securities transaction taxes and stock price informativeness: evidence for France and Italy," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 37(3), pages 325-345, September.
- Tom Grimstvedt Meling, 2021. "Anonymous Trading in Equities," Journal of Finance, American Finance Association, vol. 76(2), pages 707-754, April.
- Bernales, Alejandro, 2019. "Make-take decisions under high-frequency trading competition," Journal of Financial Markets, Elsevier, vol. 45(C), pages 1-18.
- Zhou, Hao & Kalev, Petko S., 2019. "Algorithmic and high frequency trading in Asia-Pacific, now and the future," Pacific-Basin Finance Journal, Elsevier, vol. 53(C), pages 186-207.
- Dieler, Tobias & Biswas, Sonny & Calzolari, Giacomo & Castiglionesi, Fabio, 2023. "Asset trade, real investment and a tilting financial transaction tax," Other publications TiSEM d936387a-90f0-481a-a75b-3, Tilburg University, School of Economics and Management.
- Eichfelder, Sebastian & Lau, Mona, 2016. "Financial transaction taxes: Announcement effects, short-run effects, and long-run effects," arqus Discussion Papers in Quantitative Tax Research 211, arqus - Arbeitskreis Quantitative Steuerlehre.
- Eichfelder, Sebastian & Lau, Mona & Noth, Felix, 2017. "Financial transaction taxes: Announcement effects, short-run effects, and long-run effects," IWH Discussion Papers 4/2017, Halle Institute for Economic Research (IWH).
- Michele Dell’Era, 2018. "Financial Transaction Taxes and Expert Advice," Working and Discussion Papers WP 4/2018, Research Department, National Bank of Slovakia.
- Bidisha Chakrabarty & Pankaj K. Jain & Andriy Shkilko & Konstantin Sokolov, 2021. "Unfiltered Market Access and Liquidity: Evidence from the SEC Rule 15c3-5," Management Science, INFORMS, vol. 67(2), pages 1183-1198, February.
- Jerry Parwada & Yixuan Rui & Jianfeng Shen, 2022. "Financial transaction tax and market quality: Evidence from France†," International Review of Finance, International Review of Finance Ltd., vol. 22(1), pages 90-113, March.
- Eichfelder, Sebastian & Lau, Mona & Noth, Felix, 2018. "The impact of financial transaction taxes on stock markets: Short-run effects, long-run effects, and migration," arqus Discussion Papers in Quantitative Tax Research 228, arqus - Arbeitskreis Quantitative Steuerlehre.