Financial Transaction Taxes anf the Informational Efficiency

Financial transaction taxes and the informational efficiency of ...

An FTT increases the proportion of informed trading, improves information aggregation, but lowers trading volume and welfare.

Financial Transaction Taxes and the Informational Efficiency of ...

For some less-liquid stocks, however, an FTT blocks private information aggregation. Key words: financial transaction tax, market microstructure, structural ...

A Structural Estimation - FEDERAL RESERVE BANK of NEW YORK

Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation. Number 993. December 2021. JEL classification: G14 ...

Financial transaction taxes and the informational efficiency of ...

We develop a new methodology to estimate the impact of a financial trans- action tax. (FTT) on informational efficiency, liquidity and volatility. In our ...

Financial Transaction Taxes and the Informational Efficiency of ...

We develop a new methodology to estimate the impact of a financial transaction tax. (FTT) on informational efficiency, liquidity and volatility. In our ...

Financial Transaction Taxes and the Informational Efficiency of ...

Financial Transaction Taxes and the Informational Efficiency of. Financial Markets: A Structural Estimation ⋆. Marco Cipriani1,∗, Antonio Guarino2, Andreas ...

DP17238 Financial Transaction Taxes and the Informational ... - CEPR

DP17238 Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation.

Financial Transaction Taxes anf the Informational Efficiency

We develop a novel methodology to quantify the impact of a financial transaction tax on informational efficiency and market liquidity.

Financial Transaction Taxes and the Informational Efficiency of ...

We develop a new methodology to estimate the impact of a financial transaction tax (FTT) on financial market outcomes.

Financial transaction taxes and the informational efficiency of ...

Abstract: We develop a new methodology to estimate the impact of a financial transaction tax (FTT) on informational efficiency, liquidity and volatility. In our ...

Financial transaction taxes and the informational efficiency of ...

We develop a new methodology to estimate the impact of a financial transaction tax (FTT) on financial market outcomes. In our sequential trading ...

Financial transaction taxes and the informational efficiency of ...

Abstract: We develop a new methodology to estimate the impact of a financial transaction tax (FTT) on financial market outcomes. In our sequential trading model ...

Financial transaction taxes and the informational efficiency of ...

Financial transaction taxes and the informational efficiency of financial markets: A structural estimation · Breadcrumb · Academic journals.

Financial transaction taxes and the informational efficiency of ...

We quantify the effect of introducing an FTT given the parameter estimates. An FTT increases the proportion of informed trading, improves information ...

Financial transaction taxes and the informational efficiency of ... - IFS

Financial transaction taxes and the informational efficiency of financial markets: a structural estimation ... We develop a new methodology to ...

Financial transaction taxes and the informational efficiency of ...

Financial transaction taxes and the informational efficiency of financial markets : a structural estimation ; London : Systemic Risk Centre, The London School of ...

Financial Transaction Taxes and the Informational Efficiency of ...

We develop a new methodology to estimate the impact of a financial transaction tax (FTT) on informational efficiency, liquidity and ...

Financial transaction tax, liquidity, and informational efficiency

This study investigates whether the liquidity of medium-sized and large caps has been differently affected by the Italian Financial ...

The Impact of a Financial Transaction Tax

Bernie Sanders (I-VT), with an FTT levied at 0.5 percent on stocks, 0.1 percent on bonds, and .005 percent on derivatives, has been estimated to ...

Trading Costs and Informational Efficiency

We discuss how our results inform the policy debate on financial transaction taxes/Tobin taxes. Eduardo Dávila. Stern School of Business. New York University.