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Transaction taxes and the behavior of the Swedish stock market

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Author Info
Umlauf, Steven R.
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File URL: http://www.sciencedirect.com/science/article/B6VBX-458WNFW-1V/2/9eb747e670a725e7854822875fc57936
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Article provided by Elsevier in its journal Journal of Financial Economics.

Volume (Year): 33 (1993)
Issue (Month): 2 (April)
Pages: 227-240
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Handle: RePEc:eee:jfinec:v:33:y:1993:i:2:p:227-240

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Web page: http://www.elsevier.com/locate/inca/505576

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  1. Hau, Harald, 2002. "The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse," CEPR Discussion Papers 3651, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
    Other versions:
  2. Alexander Gümbel, 2000. "Myopic Traders, Efficiency and Taxation," OFRC Working Papers Series 2000fe05, Oxford Financial Research Centre. [Downloadable!]
  3. Shinhua Liu & Zhen Zhu, 2009. "Transaction Costs and Price Volatility: New Evidence from the Tokyo Stock Exchange," Journal of Financial Services Research, Springer, vol. 36(1), pages 65-83, August. [Downloadable!] (restricted)
  4. Foucault, Thierry & Themar, David & Sraer, David, 2008. "Individual investors and volatility," Les Cahiers de Recherche 899, HEC Paris. [Downloadable!]
    Other versions:
  5. Alexander Gümbel, 2005. "Should short-term speculators be taxed, or subsidised?," Annals of Finance, Springer, vol. 1(3), pages 327-348, 08. [Downloadable!] (restricted)
  6. Paolo Pelizzari & Frank Westerhoff, 2007. "Some Effects of Transaction Taxes Under Different Microstructures," Research Paper Series 212, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
    Other versions:
  7. Victoria Saporta & Kamhon Kan, . "The effects of Stamp Duty on the Level and Volatility of Equity Prices," Bank of England working papers 71, Bank of England. [Downloadable!]
  8. James M. Poterba, 2001. "Taxation and Portfolio Structure: Issues and Implications," NBER Working Papers 8223, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
  9. Pedro Albuquerque, 2006. "BAD taxation: Disintermediation and illiquidity in a bank account debits tax model," International Tax and Public Finance, Springer, vol. 13(5), pages 601-624, September. [Downloadable!] (restricted)
    Other versions:
  10. Edgar L. Feige, 2001. "Taxation for the 21st Century: The Automated Payment Transaction (APT) Tax," Public Economics 0106001, EconWPA. [Downloadable!]
    Other versions:
  11. Eduardo Engel & Alexander Galetovic, 1998. "¿Qué hacer con los impuestos que pagan las ganancias de capital en Chile?," Documentos de Trabajo 46, Centro de Economía Aplicada, Universidad de Chile. [Downloadable!]
  12. Karl Friedrich Habermeier & Andrei Kirilenko, . "Securities Transaction Taxes and Financial Markets," IMF Working Papers 01/51, International Monetary Fund. [Downloadable!]
  13. 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. [Downloadable!]
    Other versions:
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