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Marchés dérivés et trading de volatilité

Capelle-Blancard, Gunther - In: Revue économique : revue bimestrielle 54 (2003) 3, pp. 663-673

Persistent link: https://www.econbiz.de/10001765922

The abrogation of the "Impôt sur les opérations de bourse" did not foster the French stock market

Capelle-Blancard, Gunther - In: Finance research letters 17 (2016), pp. 257-266

Persistent link: https://www.econbiz.de/10011596549

The approximate option pricing model : performances and dynamic properties

Capelle-Blancard, Gunther; Jurczenko, Emmanuel; … - In: Journal of multinational financial management 11 (2001) 4/5, pp. 427-443

Persistent link: https://www.econbiz.de/10001612575

The impact of the French securities transaction tax on market liquidity and volatility

Capelle-Blancard, Gunther; Havrylchyk, Olena - 2014

Persistent link: https://www.econbiz.de/10010246732

Price clustering in the CAC 40 index options market

Capelle-Blancard, Gunther; Chaudhury, Mohammed M. - In: Applied financial economics 17 (2007) 13/15, pp. 1201-1210

Persistent link: https://www.econbiz.de/10003590580

The impact of the French securities transaction tax on market liquidity and volatility

Capelle-Blancard, Gunther; Havrylchyk, Olena - In: International review of financial analysis 47 (2016), pp. 166-178

Persistent link: https://www.econbiz.de/10011624107

The Impact of the French Securities Transaction Tax on Market Liquidity and Volatility

Capelle-Blancard, Gunther - 2016

In this paper, we assess the impact of the securities transaction tax (STT) introduced in France in 2012 on market liquidity and volatility. To identify causality, we rely on a distinctive design of the tax, which is imposed on large French firms only, all listed on Euronext. This provides two...

Persistent link: https://www.econbiz.de/10013006834

The Impact of the French Securities Transaction Tax on Market Liquidity and Volatility

Havrylchyk, Olena; Capelle-Blancard, Gunther - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2014

In this paper, we assess the impact of the securities transaction tax (STT) introduced in France in 2012 on market liquidity and volatility. To identify causality, we rely on the unique design of this tax that is imposed only on large French firms, all listed on Euronext. This provides two...

Persistent link: https://www.econbiz.de/10010896338