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1.
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We analyze trading dynamics as successive high-frequency trading (HFT) firms begin to trade stocks in an equity market. Entrants compete with incumbents for volume, and t[...]
2014 | Text | Staff Working Paper - Document de travail du personnel |
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2.
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The main scope of this chapter is to review the literature and key issues associated with securities transaction taxes (STTs). Despite the use of STTs around the globe, t[...]
2022 | Book Chapter | Peer-Reviewed Publications - Publications à comité de lecture |
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3.
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We examine nine changes in the New York State Security Transaction Taxes (STT) between 1932 and 1981. We find that imposing or increasing an STT results in wider bidask s[...]
2011 | Text | Staff Working Paper - Document de travail du personnel |
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