Noise traders, excess volatility, and a securities transactions tax
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Other versions of this item:
- Paul H. Kupiec, 1991. "Noise traders, excess volatility, and securities transaction tax," Finance and Economics Discussion Series 166, Board of Governors of the Federal Reserve System (US).
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Thierry Foucault & David Sraer & David J. Thesmar, 2011.
"Individual Investors and Volatility,"
Journal of Finance,
American Finance Association, vol. 66(4), pages 1369-1406, August.
- Foucault, Thierry & Sraer, David & Thesmar, David, 2008. "Individual Investors and Volatility," CEPR Discussion Papers 6915, C.E.P.R. Discussion Papers.
- Foucault, Thierry & Themar, David & Sraer, David, 2008. "Individual investors and volatility," HEC Research Papers Series 899, HEC Paris.
- Thierry Foucault & David Sraer & David Thesmar, 2011. "Individual Investors and Volatility," Post-Print hal-00630297, HAL.
- Thierry Foucault & David Thesmar & David Sraer, 2008. "Individual Investors and Volatility," Working Papers hal-00578370, HAL.
- Victoria Saporta & Kamhon Kan, 1997. "The effects of Stamp Duty on the Level and Volatility of Equity Prices," Bank of England working papers 71, Bank of England.
- Dominique Dupont, 1998. "Equilibrium price with institutional investors and with naive traders," Finance and Economics Discussion Series 1998-23, Board of Governors of the Federal Reserve System (US).
- Alex Cukierman & Itay Goldstein & Yossi Spiegel, 2004.
"The Choice of Exchange-Rate Regime and Speculative Attacks,"
Journal of the European Economic Association,
MIT Press, vol. 2(6), pages 1206-1241, December.
- Cukierman, Alex & Goldstein, Itay & Spiegel, Yossi, 2003. "The Choice of Exchange Rate Regime and Speculative Attacks," CEPR Discussion Papers 3714, C.E.P.R. Discussion Papers.
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