Financial transaction taxes and the informational efficiency of financial markets: A structural estimation

Academic journals

Publication Date

02/12/2022

Journal of Financial Economics

Publication Authors

Marco Cipriani

Antonio Guarino

Andreas Uthemann

Marco Cipriani, Antonio Guarino, Andreas Uthemann (2022). Financial transaction taxes and the informational efficiency of financial markets: A structural estimation, Journal of Financial Economics, 146(3), 1044-1072.

doi: 10.1016/j.jfineco.2022.04.007