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Can a Financial Transaction Tax Prevent Stock Price Booms?. (2015). Marcet, Albert ; Adam, Klaus ; Beutel, Johannes ; Merkel, Sebastian.
In: Working Papers.
RePEc:bge:wpaper:840.

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  1. Capital control and monetary policy coordination: Tobin tax revisited. (2022). Xiao, Zumian ; Peng, Hongfeng ; Yin, Zhichao.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001355.

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  2. Toothless tiger with claws? Financial stability communication, expectations, and risk-taking. (2021). Metiu, Norbert ; Stockerl, Valentin ; Beutel, Johannes.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:120:y:2021:i:c:p:53-69.

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  3. Market Depth, Leverage, and Speculative Bubbles. (2021). Enders, Zeno ; Hakenes, Hendrik.
    In: ECONtribute Discussion Papers Series.
    RePEc:ajk:ajkdps:058.

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  4. Can learning explain boom-bust cycles in asset prices? An application to the US housing boom. (2020). Caines, Colin.
    In: Journal of Macroeconomics.
    RePEc:eee:jmacro:v:66:y:2020:i:c:s0164070420301816.

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  5. Five Facts About Beliefs and Portfolios. (2019). Maggiori, Matteo ; Giglio, Stefano ; Utkus, Stephen ; Stroebel, Johannes.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:25744.

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  6. Five Facts About Beliefs and Portfolios. (2019). Maggiori, Matteo ; Utkus, Stephen ; Strobel, Johannes ; Giglio, Stefano W.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:13657.

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  7. Market Depth, Leverage, and Speculative Bubbles. (2017). Enders, Zeno ; Hakenes, Hendrik.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_6806.

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References

References cited by this document

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  11. Can a Financial Transaction Tax Prevent Stock Price Booms? 37 U.S. Data 1949:Q1-2012:Q1 Stock prices: E[PD] 139.7 std(PD) 65.3 corr(PDt; PDt 1) 0.98 std(rs ) 8.01% E[rs ] 1.89% Survey expectations: corr(PDt; EtRt+1) 0.79 Dividends: E[Dt=Dt 1 1] 0.48% std(Dt=Dt 1) 1.92%
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  31. Vayanos, D., and J. Wang (2014): “Market Liquidity - Theory and Empirical Evidence,” Handbook of the Economics of Finance (forthcoming).
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  32. Vissing-Jorgensen, A. (2003): “Perspectives on Behavioral Finance: Does "Irrationality" Disappear with Wealth? Evidence from Expectations and Actions,”in 2003 Macroeconomics Annual, Boston. NBER.
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  2. The role of learning for asset prices and business cycles. (2020). Winkler, Fabian.
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  4. Asset Price Beliefs and Optimal Monetary Policy. (2019). Winkler, Fabian ; Caines, Colin.
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  17. Can a Financial Transaction Tax Prevent Stock Price Booms?. (2015). Marcet, Albert ; Adam, Klaus ; Beutel, Johannes ; Merkel, Sebastian.
    In: Working Papers.
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