Transact taxes in a price maker/taker market
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- 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.
More about this item
Keywordstransaction tax; Tobin tax; market microstructure; limit order model; high-frequency trading; search costs;
- D44 - Microeconomics - - Market Structure, Pricing, and Design - - - Auctions
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
- C72 - Mathematical and Quantitative Methods - - Game Theory and Bargaining Theory - - - Noncooperative Games
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