Exploring the dynamic impact of transaction taxes on market quality in HFT and non-HFT environments : an agent-based modeling approach
Year of publication: |
2025
|
---|---|
Authors: | Wang, Liming ; Sun, Xuchu ; Zhu, Hongliang ; Li, Tangrong |
Subject: | Agent-based modeling | High-frequency trading | Market quality | Transaction tax | Agentenbasierte Modellierung | Volatilität | Volatility | Marktmikrostruktur | Market microstructure | Elektronisches Handelssystem | Electronic trading | Finanztransaktionssteuer | Financial transactions tax | Effizienzmarkthypothese | Efficient market hypothesis | Tobinsteuer | Tobin tax | Wertpapierhandel | Securities trading | Theorie | Theory |
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