Effects of securities transaction taxes on depth and bid-ask spread

DOI10.1007/S00199-006-0097-3zbMath1109.91387OpenAlexW1970599604MaRDI QIDQ873907

Gabriel S. Lee, Dominique Y. Dupont

Publication date: 20 March 2007

Published in: Economic Theory (Search for Journal in Brave)

Full work available at URL: http://www.ihs.ac.at/publications/eco/es-132.pdf

zbMATH Keywords

LiquidityAsymmetric information

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64)

Cites Work

• Equilibrium interest rate and liquidity premium with transaction costs
• Continuous Auctions and Insider Trading

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