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One Fundamental and Two Taxes: When Does a Tobin Tax Reduce Financial Price Volatility?
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- 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.
- 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.
- Sirnes Espen, 2022. "Estimating the Effect of Transaction Costs Using the Tick Size as a Proxy," Review of Economics, De Gruyter, vol. 73(1), pages 57-77, April.
- Markus K Brunnermeier & Michael Sockin & Wei Xiong, 2022.
"China’s Model of Managing the Financial System,"
The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(6), pages 3115-3153.
- Markus K. Brunnermeier & Michael Sockin & Wei Xiong, 2020. "China's Model of Managing the Financial System," NBER Working Papers 27171, National Bureau of Economic Research, Inc.
- Liu, Hongqi & Peng, Cameron & Wei, Xiong & Wei, Xiong, 2022. "Taming the bias zoo," LSE Research Online Documents on Economics 109301, London School of Economics and Political Science, LSE Library.
- Yuming Fu & Wenlan Qian & Bernard Yeung, 2016. "Speculative Investors and Transactions Tax: Evidence from the Housing Market," Management Science, INFORMS, vol. 62(11), pages 3254-3270, November.
- Liu, Hongqi & Peng, Cameron & Xiong, Wei A. & Xiong, Wei, 2022. "Taming the bias zoo," Journal of Financial Economics, Elsevier, vol. 143(2), pages 716-741.
- Zuo, Junqing & Zhang, Wei & Ruan, Chenghao & Xiong, Xiong, 2024. "A blessing or a curse? Non-local mutual fund holdings and firm investment efficiency," Finance Research Letters, Elsevier, vol. 66(C).
- 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.
- Thomas Hemmelgarn & Gaëtan Nicodème & Bogdan Tasnadi & Pol Vermote, 2016.
"Financial Transaction Taxes in the European Union,"
National Tax Journal, National Tax Association;National Tax Journal, vol. 69(1), pages 217-240, March.
- Thomas Hemmelgarn & Gaëtan Nicodème & Bogdan Tasnadi & Pol Vermote, 2016. "Financial Transaction Taxes in the European Union," Taxation Papers 62, Directorate General Taxation and Customs Union, European Commission.
- Cui, Xin & Sun, Mengyue & Sensoy, Ahmet & Wang, Panpan & Wang, Yaqi, 2022. "Top executives’ great famine experience and stock price crash risk," Research in International Business and Finance, Elsevier, vol. 59(C).
- 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.
- Natividad, Gabriel, 2019. "Base tributaria y discontinuidades geopolíticas [Tax base and geopolitical discontinuities]," MPRA Paper 113169, University Library of Munich, Germany.
- Wang, Litan & You, Kefei, 2022. "The impact of political connections on corporate tax burden: Evidence from the Chinese market," Finance Research Letters, Elsevier, vol. 47(PB).
- 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.
- 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).
- 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.
- Yin, Zhichao & Peng, Hongfeng & Xiao, Weiguo & Xiao, Zumian, 2022. "Capital control and monetary policy coordination: Tobin tax revisited," Research in International Business and Finance, Elsevier, vol. 59(C).
- Markus K. Brunnermeier & Michael Sockin & Wei Xiong, 2020. "China’s Model of Managing the Financial System," Working Papers 2020-45, Princeton University. Economics Department..
- Atanas Pekanov & Margit Schratzenstaller-Altzinger, 2019. "A Global Financial Transaction Tax. Theory, Practice and Potential Revenues," WIFO Working Papers 582, WIFO.
- Zhang, Teng & Li, Jiaqi & Xu, Zhiwei, 2024. "Speculative trading, stock returns and asset pricing anomalies," Emerging Markets Review, Elsevier, vol. 61(C).
- 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).
- Ding, Haoyuan & Jin, Yuying & Jin, Zeyang & Nie, Guangyu, 2024. "Winners and losers from financial sector openness: A Firm’s international exposure matters," Research in International Business and Finance, Elsevier, vol. 70(PA).
- Liu, Hongqi & Peng, Cameron & Xiong, Wei A. & Xiong, Wei, 2020. "Resolving the excessive trading puzzle: an integrated approach based on surveys and transactions," LSE Research Online Documents on Economics 118870, London School of Economics and Political Science, LSE Library.
- Hongqi Liu & Cameron Peng & Wei A. Xiong & Wei Xiong, 2020. "Taming the Bias Zoo," NBER Working Papers 26911, National Bureau of Economic Research, Inc.
- Xin Liu & Shang-Jin Wei & Yifan Zhou, 2020. "A Liberalization Spillover: From Equities to Loans," NBER Working Papers 27305, National Bureau of Economic Research, Inc.