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The effects of the stock transaction tax on the stock market - Experiences from Asian markets
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- Wu, Yu & Zhang, Tong, 2019. "Effects of change in commission fees on China futures market," Finance Research Letters, Elsevier, vol. 31(C), pages 54-65.
- Hvozdyk, Lyudmyla & Rustanov, Serik, 2016. "The effect of financial transaction tax on market liquidity and volatility: An Italian perspective," International Review of Financial Analysis, Elsevier, vol. 45(C), pages 62-78.
- 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.
- Haiwei Chen, 2017. "Real Estate Transfer Taxes and Housing Price Volatility in the United States," International Real Estate Review, Global Social Science Institute, vol. 20(2), pages 207-219.
- Lavička, H. & Lichard, T. & Novotný, J., 2016.
"Sand in the wheels or wheels in the sand? Tobin taxes and market crashes,"
International Review of Financial Analysis, Elsevier, vol. 47(C), pages 328-342.
- Hynek Lavicka & Tomas Lichard & Jan Novotny, 2014. "Sand in the Wheels or Wheels in the Sand? Tobin Taxes and Market Crashes," CERGE-EI Working Papers wp511, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
- Capelle-Blancard, Gunther & Havrylchyk, Olena, 2016.
"The impact of the French securities transaction tax on market liquidity and volatility,"
International Review of Financial Analysis, Elsevier, vol. 47(C), pages 166-178.
- Gunther Capelle-Blancard & Olena Havrylchyk, 2013. "The Impact of the French Securities Transaction Tax on Market Liquidity and Volatility," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00940251, HAL.
- Gunther CAPELLE-BLANCARD & HAVRYLCHYK, Olena, 2014. "The Impact of the French Securities Transaction Tax on Market Liquidity and Volatility," Discussion papers 14007, Research Institute of Economy, Trade and Industry (RIETI).
- Gunther Capelle-Blancard & Olena Havrylchyk, 2013. "The Impact of the French Securities Transaction Tax on Market Liquidity and Volatility," Post-Print halshs-00940251, HAL.
- Gunther Capelle-Blancard & Olena Havrylchyk, 2013. "The Impact of the French Securities Transaction Tax on Market Liquidity and Volatility," Documents de travail du Centre d'Economie de la Sorbonne 13085, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
- Gunther Capelle-Blancard & Olena Havrylchyk, 2016. "The impact of the French securities transaction tax on market liquidity and volatility," Post-Print hal-01441775, HAL.
- Gunther Capelle-Blancard & Olena Havrylchyk, 2016. "The impact of the French securities transaction tax on market liquidity and volatility," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) hal-01441775, HAL.
- Gunther Capelle-Blancard & Olena Havrylchyk, 2014. "The Impact of the French Securities Transaction Tax on Market Liquidity and Volatility," EconomiX Working Papers 2014-27, University of Paris Nanterre, EconomiX.
- Gunther Capelle-Blancard & Olena Havrylchyk, 2014. "The Impact of the French Securities Transaction Tax on Market Liquidity and Volatility," Working Papers hal-04141335, HAL.
- Thornton Matheson, 2014. "The Effect of a Low-Rate Transaction Tax on a Highly Liquid Market," FinanzArchiv: Public Finance Analysis, Mohr Siebeck, Tübingen, vol. 70(4), pages 487-510, December.
- Zsolt Darvas & Jakob Weizsäcker, 2011.
"Financial transaction tax: Small is beautiful,"
Society and Economy, Akadémiai Kiadó, Hungary, vol. 33(3), pages 449-473, December.
- Zsolt Darvas & Jakob von Weizsäcker, 2010. "Financial Transaction Tax: Small is Beautiful," Working Papers 1001, Department of Mathematical Economics and Economic Analysis, Corvinus University of Budapest, revised 31 Aug 2010.
- Zsolt Darvas & Jakob von Weizsäcker, 2010. "Financial-Transaction Tax- Small Is Beautiful," Policy Contributions 379, Bruegel.
- Zsolt Darvas & Jakob von Weizs„cker, 2010. "Financial Transaction Tax: Small is Beautiful," CERS-IE WORKING PAPERS 1019, Institute of Economics, Centre for Economic and Regional Studies.
- Neil McCulloch & Grazia Pacillo, 2010. "The Tobin Tax A Review of the Evidence," Working Paper Series 1611, Department of Economics, University of Sussex Business School.
- Walch, Florian & Lennkh, Rudolf Alvise, 2015. "Collateral damage? Micro-simulation of transaction cost shocks on the value of central bank collateral," Working Paper Series 1793, European Central Bank.
- Sinha, Pankaj & Mathur, Kritika, 2012. "Securities transaction tax and the stock market– an Indian experience," MPRA Paper 42743, University Library of Munich, Germany.
- Dean Baker, 2010. "Responses to Criticisms of Taxes on Financial Speculation," CEPR Reports and Issue Briefs 2010-01, Center for Economic and Policy Research (CEPR).
- Ms. Thornton Matheson, 2011. "Taxing Financial Transactions: Issues and Evidence," IMF Working Papers 2011/054, International Monetary Fund.
- Danuse Nerudova, 2011. "Taxing the financial sector in the European Union," MENDELU Working Papers in Business and Economics 2011-16, Mendel University in Brno, Faculty of Business and Economics.
- Sinha, Pankaj & Mathur, Kritika, 2015. "Impact of Commodities Transaction Tax on Indian Commodity Futures," MPRA Paper 63677, University Library of Munich, Germany.
- Deng, Yongheng & Liu, Xin & Wei, Shang-Jin, 2018.
"One fundamental and two taxes: When does a Tobin tax reduce financial price volatility?,"
Journal of Financial Economics, Elsevier, vol. 130(3), pages 663-692.
- Yongheng Deng & Xin Liu & Shang-Jin Wei, 2014. "One Fundamental and Two Taxes: When Does a Tobin Tax Reduce Financial Price Volatility?," NBER Working Papers 19974, National Bureau of Economic Research, Inc.
- Carlos Contreras & Mónica Contreras, 2015. "Estimación de la recaudación del Impuesto sobre Transacciones Financieras: el caso español," Hacienda Pública Española / Review of Public Economics, IEF, vol. 213(2), pages 109-143, June.
- Alonso, Miguel A. & Rallo, Juan Ramón & Romero, Alberto, 2013. "El efecto de los impuestos a las transacciones financieras en la estabilidad de los mercados de capital. Un debate sin resolver," El Trimestre Económico, Fondo de Cultura Económica, vol. 0(317), pages 207-231, enero-mar.
- Danuše Nerudová, 2013. "Taxing of financial sector as possible own resource of EU budget," Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis, Mendel University Press, vol. 61(4), pages 1051-1060.
- Thornton Matheson, 2012. "Security transaction taxes: issues and evidence," International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 19(6), pages 884-912, December.
- Peter Gomber & Martin Haferkorn & Kai Zimmermann, 2016. "Securities Transaction Tax and Market Quality – the Case of France," European Financial Management, European Financial Management Association, vol. 22(2), pages 313-337, March.
- Mr. Karl F Habermeier & Mr. Andrei A Kirilenko, 2001. "Securities Transaction Taxes and Financial Markets," IMF Working Papers 2001/051, International Monetary Fund.
- Francesca D'Auria & Francisco De Castro & Robert Kuenzel & Julia Lendvai & Rafal Raciborski & Alessandro Turrini & Jan in 't Veld & Lucas Vogel, . "Quarterly Report on the Euro Area (QREA), Vol.11, No.3 (2012)," Quarterly Report on the Euro Area (QREA), Directorate General Economic and Financial Affairs (DG ECFIN), European Commission.
- Scott Mixon, 2022. "US experience with futures transaction taxes," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(3), pages 413-427, March.
- 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.
- Kang Shi & Juanyi Xu, 2009.
"Entry cost, the Tobin tax, and noise trading in the foreign exchange market,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 42(4), pages 1501-1526, November.
- Kang Shi & Juanyi Xu, 2009. "Entry cost, the Tobin tax, and noise trading in the foreign exchange market," Canadian Journal of Economics, Canadian Economics Association, vol. 42(4), pages 1501-1526, November.
- repec:bla:ecinqu:v:51:y:2013:i:3:p:1731-1749 is not listed on IDEAS
- Atanas Pekanov & Margit Schratzenstaller-Altzinger, 2018. "Evaluating the Revenues from a Financial Transaction Tax in 10 EU Member States through Enhanced Cooperation," WIFO Studies, WIFO, number 62043, January.
- Copenhagen Economics, 2011. "Elasticities of Financial Instruments, Profits and Remuneration," Taxation Papers 30, Directorate General Taxation and Customs Union, European Commission.
- Stephan Schulmeister & Margit Schratzenstaller-Altzinger & Oliver Picek, 2008. "A General Financial Transaction Tax. Motives, Revenues, Feasibility and Effects," WIFO Studies, WIFO, number 31819, January.
- 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.
- Tomislav Globan & Tihana Skrinjaric, 2020. "Penny wise and pound foolish: capital gains tax and trading volume on the Zagreb Stock Exchange," Public Sector Economics, Institute of Public Finance, vol. 44(3), pages 299-329.
- Kate Phylaktis & Antonis Aristidou, 2007. "Security transaction taxes and financial volatility: Athens stock exchange," Applied Financial Economics, Taylor & Francis Journals, vol. 17(18), pages 1455-1467.
- Lillo, Felipe & Valdés, Rodrigo, 2016. "Dynamics of financial markets and transaction costs: A graph-based study," Research in International Business and Finance, Elsevier, vol. 38(C), pages 455-465.
- David Stubbs, 2012. "Adopting a Currency Transaction Tax When Avoidance is a Possibility: Which Currencies Would Take the Lead and What Rate Could they Charge?," Working Papers 1204, New School for Social Research, Department of Economics.
- Ono, Hiroyuki & Hayashida, Minoru, 2009. "Turnover tax and trading volume: Panel analysis of stocks traded in the Japanese and US markets," Journal of the Japanese and International Economies, Elsevier, vol. 23(3), pages 241-263, September.
- Robert Pollin & Dean Baker & Marc Schaberg, 2003.
"Securities Transaction Taxes for U.S. Financial Markets,"
Eastern Economic Journal, Eastern Economic Association, vol. 29(4), pages 527-558, Fall.
- Marc Schaberg & Dean Baker & Robert Pollin, 2002. "Securities Transaction Taxes for U.S. Financial Markets," Working Papers wp20, Political Economy Research Institute, University of Massachusetts at Amherst.
- Jürgen Antony & Michiel Bijlsma & Adam Elbourne & Marcel Lever & Gijsbert Zwart, 2012. "Financial transaction tax: review and assessment," CPB Discussion Paper 202, CPB Netherlands Bureau for Economic Policy Analysis.
- Rudolf Alvise Lennkh & Florian Walch, 2015. "Collateral Damage? Micro-Simulation of Transaction Cost Shocks on the Value of Central Bank Collateral," Working Papers 6, European Stability Mechanism.
- Chan, K. & Karolyi, G. A. & Rhee, S. G., 2002. "A retrospective evaluation of the Pacific-Basin Finance Journal: 1993-2002," Pacific-Basin Finance Journal, Elsevier, vol. 10(5), pages 497-516, November.
- Robert Pollin & James Heintz, 2011. "Transaction Costs, Trading Elasticities and the Revenue Potential of Financial Transaction Taxes for the United States," Research Briefs peri_ftt_research_brief, Political Economy Research Institute, University of Massachusetts at Amherst.
- Atanas Pekanov & Margit Schratzenstaller-Altzinger, 2019. "A Global Financial Transaction Tax. Theory, Practice and Potential Revenues," WIFO Working Papers 582, WIFO.
- Yongyang Su & Lan Zheng, 2011.
"The Impact of Securities Transaction Taxes on the Chinese Stock Market,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 47(0), pages 32-46, January.
- Su, Yongyang, 2010. "The impact of the securities transaction taxes on the Chinese stock market," MPRA Paper 22695, University Library of Munich, Germany, revised 13 May 2010.
- Sanjay Sehgal & Tarunika Jain Agrawal, 2019. "Impact of Commodity Transaction Tax on Market Liquidity, Volatility, and Government Revenues: An Empirical Study for India," Vikalpa: The Journal for Decision Makers, , vol. 44(1), pages 12-29, March.
- 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.
- Ferdinand Fichtner & Kerstin Bernoth & Franziska Bremus & Karl Brenke & Christian Dreger & Burcu Erdogan & Hendrik Hagedorn & Vladimir Kuzin & Katharina Moll & Maximilian Podstawski & Jasper Scheppe &, 2010. "Sommergrundlinien 2010," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 77(26), pages 2-28.
- Gomber, Peter & Haferkorn, Martin & Zimmermann, Kai, 2014. "Securities Transaction Tax in France: Impact on market quality and inter-market price coordination," SAFE White Paper Series 11, Leibniz Institute for Financial Research SAFE.
- Hayashida, Minoru & Ono, Hiroyuki, 2016. "Tax reforms and stock return volatility: The case of Japan," Journal of Asian Economics, Elsevier, vol. 45(C), pages 1-14.
- Lendvai, Julia & Raciborski, Rafal & Vogel, Lukas, 2013. "Macroeconomic effects of an equity transaction tax in a general-equilibrium model," Journal of Economic Dynamics and Control, Elsevier, vol. 37(2), pages 466-482.
- Rieger, Jörg, 2014. "Financial Transaction Tax and Financial Market Stability with Diverse Beliefs," Working Papers 0563, University of Heidelberg, Department of Economics.
- Shinhua Liu & Zhen Zhu, 2009. "Transaction Costs and Price Volatility: New Evidence from the Tokyo Stock Exchange," Journal of Financial Services Research, Springer;Western Finance Association, vol. 36(1), pages 65-83, August.
- 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).
- Anna Pomeranets & Daniel G. Weaver, 2011. "Security Transaction Taxes and Market Quality," Staff Working Papers 11-26, Bank of Canada.
- Michał Zator, 2014. "Transaction costs and volatility on Warsaw Stock Exchange: implications for financial transaction tax," Bank i Kredyt, Narodowy Bank Polski, vol. 45(4), pages 349-372.
- Jürgen Antony & Michiel Bijlsma & Adam Elbourne & Marcel Lever & Gijsbert Zwart, 2012. "Financial transaction tax: review and assessment," CPB Discussion Paper 202.rdf, CPB Netherlands Bureau for Economic Policy Analysis.