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The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse · Study

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PreprintThe Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse

Harald Hau2003

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Preprintgreen2003

The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse

47 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

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References

1936The General Theory of Employment, Interest and Money.1936The General Theory of Employment, Interest and Money.1936The General Theory of Employment, Interest and Money, by John Maynard Keynes 2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk 2001The distribution of realized stock return volatility 2002Range‐Based Estimation of Stochastic Volatility Models 1995An Empirical Analysis of the Limit Order Book and the Order Flow in the Paris Bourse 1978A Proposal for International Monetary Reform

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2010A General Financial Transaction Tax Motives, Revenues, Feasibility and Effects 2018Securities Transaction Taxes and Market Quality 2011The Impact of Securities Transaction Taxes on the Chinese Stock Market

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Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2006The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Boursearticle · 26 shared references 2005Tick size change and liquidity provision on the Tokyo Stock Exchangearticle · 14 shared references 2009Some effects of transaction taxes under different microstructuresarticle · 10 shared references 2010A General Financial Transaction Tax Motives, Revenues, Feasibility and Effectspreprint · 10 shared references 2006Tick Size and Institutional Trading Costs: Evidence from Mutual Fundsarticle · 10 shared references 2003Why markets should not necessarily reduce the tick sizearticle · 10 shared references

Details

Year2003

Typepreprint

Published2003-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations47

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.358202

openalex_workW2165578097

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