Cargando…
The impact of a financial transaction tax on stylized facts of price returns—Evidence from the lab
As the introduction of financial transaction taxes is increasingly discussed by political leaders we explore possible consequences such taxes could have on markets. Here we examine how “stylized facts”, namely fat tails and volatility clustering, are affected by different tax regimes in laboratory e...
| Autores principales: | , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
North-Holland Pub. Co
2012
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3617725/ https://www.ncbi.nlm.nih.gov/pubmed/23565012 http://dx.doi.org/10.1016/j.jedc.2012.03.011 |