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

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

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 ...

Abstract. 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 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 ...

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 informational efficiency, liquidity and volatility. In our ...

Financial transaction taxes and the informational efficiency of ...

Marco Cipriani, Antonio Guarino, Andreas Uthemann (2022). Financial transaction taxes and the informational efficiency of financial markets: ...

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.

Financial transaction taxes and the informational efficiency of ...

Financial transaction taxes and the informational efficiency of financial markets: A structural estimation ... To read the full-text of this research, you can ...

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 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 ...

Research and publications - Centre for Finance

Centre for Finance · Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation.

Financial transaction tax, liquidity, and informational efficiency

The implementation date was set to March 1, 2013. The tax applies to stocks traded both on the Italian exchange (Borsa Italiana) and over the ...

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 ...

IMF Working Papers Volume 2001 Issue 051: Securities Transaction ...

[4] Financial Transaction Taxes anf the Informational Efficiency of Financial Markets: A Structural Estimation. (2015). Guarino, Antonio ; Cipriani, Marco ...