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Abstract: This paper argues that that transaction taxes can have negative effects on price discovery, volatility, and market liquidity in securities markets. These effects can lead to a reduction in market efficiency and may contribute to increased asset price volatility (Update)
Context of citations to this paper: More
...more to contribute to this policy issue. For recent treatments using order flow analysis, see Hau and Chevallier 2000 and Habermeier and Kirilenko 2000. 4 Where FX is Going Implications for Order Flow Analysis The FX market has undergone important changes over the last ten...
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New Perspective on FX Markets: Order-Flow Analysis - Lyons (2001) (Correct)
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BibTeX entry: (Update)
Habermeier, K., and A. Kirilenko, 2000, Securities transaction taxes and financial markets, typescript, International Monetary Fund, June. http://citeseer.ist.psu.edu/habermeier00securities.html More
@misc{ habermeier00securities,
author = "K. Habermeier",
title = "Securities transaction taxes and financial markets",
text = "Habermeier, K., and A. Kirilenko, 2000, Securities transaction taxes and
financial markets, typescript, International Monetary Fund, June.",
year = "2000",
url = "citeseer.ist.psu.edu/habermeier00securities.html" }
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