Financial transaction taxes, market composition, and liquidity
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- Jeanâ€ Edouard Colliard & Peter Hoffmann, 2017. "Financial Transaction Taxes, Market Composition, and Liquidity," Journal of Finance, American Finance Association, vol. 72(6), pages 2685-2716, December.
References listed on IDEAS
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- 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.
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"Can a financial transaction tax prevent stock price booms?,"
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- Klaus Adam & Albert Marcet & Sebastian Merkel & Johannes Beutel, 2015. "Can a Financial Transaction Tax Prevent Stock Price Booms?," Working Papers 840, Barcelona Graduate 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.
- Adam, Klaus & Beutel, Johannes & Marcet, Albert & Merkel, Sebastian, 2015. "Can a Financial Transaction Tax Prevent Stock Price Booms?," CEPR Discussion Papers 10727, C.E.P.R. Discussion Papers.
- 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).
More about this item
Keywordsfinancial transaction tax; high-frequency trading; institutional trading; liquidity;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- H32 - Public Economics - - Fiscal Policies and Behavior of Economic Agents - - - Firm
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2017-03-12 (All new papers)
- NEP-EEC-2017-03-12 (European Economics)
- NEP-FMK-2017-03-12 (Financial Markets)
- NEP-MST-2017-03-12 (Market Microstructure)
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