The impact of a financial transaction tax on stylized facts of price returns—Evidence from the lab
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- Olga A. Rud & Jean Paul Rabanal & Manizha Sharifova, 2018. "An experiment on the efficiency of bilateral exchange under incomplete markets," Working Papers 123, Peruvian Economic Association.
More about this item
KeywordsFinancial transaction tax; Stylized facts; Fat tails; Volatility clustering; Experiment;
- C91 - Mathematical and Quantitative Methods - - Design of Experiments - - - Laboratory, Individual Behavior
- E62 - Macroeconomics and Monetary Economics - - Macroeconomic Policy, Macroeconomic Aspects of Public Finance, and General Outlook - - - Fiscal Policy
- F31 - International Economics - - International Finance - - - Foreign Exchange
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