The impact of a financial transaction tax on stylized facts of price returns -- evidence from the lab (Q310972)
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scientific article; zbMATH DE number 6630490
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The impact of a financial transaction tax on stylized facts of price returns -- evidence from the lab |
scientific article; zbMATH DE number 6630490 |
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The impact of a financial transaction tax on stylized facts of price returns -- evidence from the lab (English)
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28 September 2016
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financial transaction tax
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stylized facts
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fat tails
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volatility clustering
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experiment
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0.82371265
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0.81508297
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0.80455923
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0.80394524
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0.79968876
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0.7938331
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0.7876471
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0.7847052
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