๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Noise traders, excess volatility, and a securities transactions tax

โœ Scribed by Paul H. Kupiec


Book ID
104626414
Publisher
Springer
Year
1996
Tongue
English
Weight
799 KB
Volume
10
Category
Article
ISSN
0920-8550

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โœ Allen B. Atkins; Edward A. Dyl ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 87 KB

Securities Transactions Taxes (STTs) are intended to reduce or eliminate excessive volatility in stock prices caused by short-term speculative trading. To examine the implicit assumption that stock price volatility is caused by short-term trading, we investigate the relationship between volatility a