The impact of a financial transaction tax on stylized facts of price returns : evidence from the lab
Year of publication: |
2012
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Authors: | Huber, Jürgen ; Kleinlercher, Daniel ; Kirchler, Michael |
Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 717409-3. - Vol. 36.2012, 8, p. 1248-1266
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Subject: | Financial transaction tax | Stylized facts | Fat tails | Volatility clustering | Experiment | Volatilität | Volatility | Finanztransaktionssteuer | Financial transactions tax | Tobinsteuer | Tobin tax | Kapitaleinkommen | Capital income | Welt | World | Börsenkurs | Share price |
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