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The impact of the French Tobin tax
16 references·6 citing·47 second hop
The impact of the French Tobin tax (2014)The impact of the French Tobin taxA Simple Way to Estimate Bid‐Ask Spreads from Daily High and Low Prices (2012)A Simple Way to Estimate Bid‐…An Empirical Analysis of Stock and Bond Market Liquidity (2004)An Empirical Analysis of Stoc…Range‐Based Estimation of Stochastic Volatility Models (2002)Range‐Based Estimation of Sto…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory (2000)Trading Volume: Definitions, …Trade size, order imbalance, and the volatility–volume relation (2000)Trade size, order imbalance, …Transactions, Volume, and Volatility (1994)Transactions, Volume, and Vol…Market Statistics and Technical Analysis: The Role of Volume (1994)Market Statistics and Technic…Transaction taxes and the behavior of the Swedish stock market (1993)Transaction taxes and the beh…Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Positive Feedback Investment …Noise Trader Risk in Financial Markets (1990)Noise Trader Risk in Financia…When financial markets work too well: A cautious case for a securities transactions tax (1989)When financial markets work t…Using tax policy to curb speculative short-term trading (1989)Using tax policy to curb spec…Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Bid, ask and transaction pric…Information Effects on the Bid-Ask Spread (1983)Information Effects on the Bi…The Extreme Value Method for Estimating the Variance of the Rate of Return (1980)The Extreme Value Method for …The impact of the French securities transaction tax on market liquidity and volatility (2016)The impact of the French secu…The effect of financial transaction tax on market liquidity and volatility: An Italian perspective (2016)The effect of financial trans…High-frequency Trading: Review of the Literature and Regulatory Initiatives around the World (2016)High-frequency Trading: Revie…Securities Transaction Tax and Market Quality – the Case of France (2015)Securities Transaction Tax an…Balancing the regulation and taxation of banking (2015)Balancing the regulation and …The Impact of the French Securities Transaction Tax on Market Liquidity and Volatility (2013)The Impact of the French Secu…On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Informationally Efficient Markets (1980)The Relation Between Price Changes and Trading Volume: A Survey (1987)Option Volume and Stock Prices: Evidence on Where Informed Traders Trade (1998)Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation (2000)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Price, trade size, and information in securities markets (1987)Measuring the Information Content of Stock Trades (1991)Theory of rational option pricing (2005)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)The Market for "Lemons": Quality Uncertainty and the Market Mechanism (1970)Investor Psychology and Security Market Under‐ and Overreactions (1998)Market Liquidity and Funding Liquidity (2008)The General Theory of Employment, Interest and Money. 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this work references cited by second hop

References

  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1990Noise Trader Risk in Financial Markets6,259 cited
  • 1985Bid, ask and transaction prices in a specialist market with heterogeneously informed traders6,132 cited
  • 1980The Extreme Value Method for Estimating the Variance of the Rate of Return1,946 cited
  • 1983Information Effects on the Bid-Ask Spread1,875 cited
  • 2002Range‐Based Estimation of Stochastic Volatility Models1,215 cited
  • 2012A Simple Way to Estimate Bid‐Ask Spreads from Daily High and Low Prices1,134 cited
  • 1994Market Statistics and Technical Analysis: The Role of Volume1,105 cited
  • 2004An Empirical Analysis of Stock and Bond Market Liquidity900 cited
  • 1994Transactions, Volume, and Volatility870 cited
  • 2000Trading Volume: Definitions, Data Analysis, and Implications of Portfolio Theory694 cited
  • 1990Positive Feedback Investment Strategies and Destabilizing Rational Speculation558 cited
  • 1989When financial markets work too well: A cautious case for a securities transactions tax419 cited
  • 2000Trade size, order imbalance, and the volatility–volume relation416 cited
  • 1989Using tax policy to curb speculative short-term trading

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407 cited
  • 1993Transaction taxes and the behavior of the Swedish stock market308 cited
  • Cited by

    • 2016The impact of the French securities transaction tax on market liquidity and volatility51 cited
    • 2015Securities Transaction Tax and Market Quality – the Case of France43 cited
    • 2016High-frequency Trading: Review of the Literature and Regulatory Initiatives around the World31 cited
    • 2016The effect of financial transaction tax on market liquidity and volatility: An Italian perspective28 cited
    • 2013The Impact of the French Securities Transaction Tax on Market Liquidity and Volatility27 cited
    • 2015Balancing the regulation and taxation of banking26 cited