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Financial transaction taxes, market composition, and liquidity. (2017). Hoffmann, Peter ; Colliard, Jean-Edouard.
In: Working Paper Series.
RePEc:ecb:ecbwps:20172030.

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  1. The impact of the capital gains tax on the Korean derivatives market. (2024). Khemakhem, Emna ; Capelle-Blancard, Gunther.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004641.

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  2. Duration‐dependent transaction tax effects on sellers and their behaviors. (2024). Zhang, Yanjiang ; Tu, Yong ; Deng, Yongheng.
    In: Real Estate Economics.
    RePEc:bla:reesec:v:52:y:2024:i:1:p:140-183.

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  3. Securities transaction taxes and stock price informativeness: evidence for France and Italy. (2023). Silva, Paulo Pereira.
    In: Financial Markets and Portfolio Management.
    RePEc:kap:fmktpm:v:37:y:2023:i:3:d:10.1007_s11408-023-00430-5.

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  4. Asset Trade, Real Investment, and a Tilting Financial Transaction Tax. (2023). Castiglionesi, Fabio ; Calzolari, Giacomo ; Biswas, Sonny ; Dieler, Tobias.
    In: Management Science.
    RePEc:inm:ormnsc:v:69:y:2023:i:4:p:2401-2424.

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  5. When is the order-to-trade ratio fee effective?. (2023). Thomas, Susan ; Panchapagesan, Venkatesh ; Aggarwal, Nidhi.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:62:y:2023:i:c:s1386418122000532.

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  6. Analysys of the implementation of the Spanish Financial Transaction Tax in equity markets. (2023). Pastor, Albert Martinez.
    In: CNMV Working Papers.
    RePEc:cnv:wpaper:dt_83en.

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  7. Análisis sobre la implantación del impuesto español sobre transacciones financieras en los mercados de renta. (2023). Pastor, Albert Martinez.
    In: CNMV Documentos de Trabajo.
    RePEc:cnv:docutr:dt_83es.

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  8. Optimal Financial Transaction Taxes. (2023). Davila, Eduardo.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:78:y:2023:i:1:p:5-61.

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  9. The impact of financial transaction taxes on stock markets: Short-run effects, long-run effects, and reallocation of trading activity. (2022). Noth, Felix ; Noack, Mona ; Eichfelder, Sebastian.
    In: IWH Discussion Papers.
    RePEc:zbw:iwhdps:122022.

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  10. Non-Value-Added Tax to improve market fairness and quality. (2022). Harb, Etienne ; Jonath, Arthur ; Veryzhenko, Iryna.
    In: Financial Innovation.
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  11. Plumbing of Securities Markets: The Impact of Post-trade Fees on Trading and Welfare. (2022). Wuyts, Gunther ; van Achter, Mark ; Degryse, Hans.
    In: Management Science.
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  12. Financial transaction taxes and the informational efficiency of financial markets: a structural estimation. (2022). Guarino, Antonio ; Cipriani, Marco ; Uthemann, Andreas.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:115664.

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  13. Financial transaction taxes and the informational efficiency of financial markets: A structural estimation. (2022). Uthemann, Andreas ; Guarino, Antonio ; Cipriani, Marco.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:146:y:2022:i:3:p:1044-1072.

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  14. Does differential taxation of short-term relative to long-term capital gains affect long-term investment?. (2022). Venkatachalam, Mohan ; Vashishtha, Rahul ; Jacob, Martin ; He, Eric.
    In: Journal of Accounting and Economics.
    RePEc:eee:jaecon:v:74:y:2022:i:1:s0165410122000027.

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  15. Transaction fees: Impact on institutional order types, commissions, and execution quality. (2022). Odonoghue, Shawn M.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:60:y:2022:i:c:s1386418122000118.

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  16. Financial transaction tax and market quality: Evidence from France†. (2022). Shen, Jianfeng ; Rui, Yixuan ; Parwada, Jerry.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:22:y:2022:i:1:p:90-113.

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  17. Unfiltered Market Access and Liquidity: Evidence from the SEC Rule 15c3-5. (2021). Jain, Pankaj K ; Chakrabarty, Bidisha ; Sokolov, Konstantin ; Shkilko, Andriy.
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  18. Financial Transaction Taxes and the Informational Efficiency of Financial Markets: A Structural Estimation. (2021). Uthemann, Andreas ; Cipriani, Marco ; Guarino, Antonio.
    In: Staff Reports.
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  19. Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19. (2021). Shao, Liuguo ; Chen, Jinyu ; Zhang, Hua.
    In: International Review of Financial Analysis.
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  20. Fundamental volatility and informative trading volume in a rational expectations equilibrium. (2021). Mao, Yipeng ; Luo, Dan.
    In: Economic Modelling.
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  21. Trading Costs and Informational Efficiency. (2021). Davila, Eduardo ; Parlatore, Cecilia.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:76:y:2021:i:3:p:1471-1539.

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  22. Anonymous Trading in Equities. (2021). Meling, Tom Grimstvedt.
    In: Journal of Finance.
    RePEc:bla:jfinan:v:76:y:2021:i:2:p:707-754.

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  23. Optimal Financial Transaction Taxes. (2020). Davila, Eduardo.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:27826.

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  24. Non-Value-Added Tax to Improve Market Fairness. (2020). Jonath, Arthur ; Veryzhenko, Iryna ; Harb, Etienne.
    In: Working Papers.
    RePEc:hal:wpaper:hal-02881064.

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  25. Noise trading and informational efficiency. (2019). Frijns, Bart ; Zhang, Chris H.
    In: EconStor Preprints.
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  26. Financial transaction taxes and the informational efficiency of financial markets: a structural estimation. (2019). Guarino, Antonio ; Uthemann, Andreas ; Cipriani, Marco.
    In: CeMMAP working papers.
    RePEc:ifs:cemmap:07/19.

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  27. Market structure or traders behavior? A multi agent model to assess flash crash phenomena and their regulation. (2019). Oriol, Nathalie ; Veryzhenko, Iryna.
    In: Post-Print.
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  28. Financial transaction taxes and the informational efficiency of financial markets: a structural estimation. (2019). Uthemann, Andreas ; Guarino, Antonio ; Cipriani, Marco.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:118905.

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  29. Dynamic spillovers and connectedness between stock, commodities, bonds, and VIX markets. (2019). Brooks, Robert ; Dash, Saumya Ranjan ; Maitra, Debasish ; Kang, Sang Hoon.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:58:y:2019:i:c:s0927538x18305912.

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  30. Algorithmic and high frequency trading in Asia-Pacific, now and the future. (2019). Kalev, Petko S ; Zhou, Hao.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:53:y:2019:i:c:p:186-207.

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  31. Make-take decisions under high-frequency trading competition. (2019). Bernales, Alejandro.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:45:y:2019:i:c:p:1-18.

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  32. .

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  33. The impact of financial transaction taxes on stock markets: Short-run effects, long-run effects, and migration. (2018). Noth, Felix ; Lau, Mona ; Eichfelder, Sebastian.
    In: arqus Discussion Papers in Quantitative Tax Research.
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  34. Financial transaction taxes: Announcement effects, short-run effects, and long-run effects. (2017). Noth, Felix ; Lau, Mona ; Eichfelder, Sebastian.
    In: IWH Discussion Papers.
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  35. The stock market effects of a securities transaction tax: Quasi-experimental evidence from Italy. (2017). Tommasino, Pietro ; Guazzarotti, Giovanni ; Cappelletti, Giuseppe .
    In: Journal of Financial Stability.
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  36. The impact of the French financial transaction tax on HFT activities and market quality. (2017). Oriol, Nathalie ; Louhichi, Wael ; Harb, Etienne ; Veryzhenko, Iryna.
    In: Economic Modelling.
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  37. The double bind of asymmetric information in over-the-counter markets. (2017). Palazzo, Francesco ; Mäkinen, Taneli ; Makinen, Taneli.
    In: Temi di discussione (Economic working papers).
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  38. Financial transaction taxes: Announcement effects, short-run effects, and long-run effects. (2016). Eichfelder, Sebastian ; Lau, Mona .
    In: arqus Discussion Papers in Quantitative Tax Research.
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  39. Can a Financial Transaction Tax Prevent Stock Price Booms?. (2015). Marcet, Albert ; Adam, Klaus ; Merkel, Sebastian ; Beutel, Johannes .
    In: CEPR Discussion Papers.
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  40. 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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References

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  7. ISSN 1725-2806 (pdf) DOI 10.2866/820552 (pdf) ISBN 978-92-899-2752-9 (pdf) EU catalogue No QB-AR-17-042-EN-N (pdf)
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  8. Megarbane, Nicolas, 2013, Lessons from the French financial transaction tax, AMF Risk and Trend Mapping 14.
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  9. Peter Hoffmann European Central Bank; email: peter.hoffmann@ecb.int European Central Bank, 2017 Postal address 60640 Frankfurt am Main, Germany Telephone +49 69 1344 0 Website www.ecb.europa.eu All rights reserved. Any reproduction, publication and reprint in the form of a different publication, whether printed or produced electronically, in whole or in part, is permitted only with the explicit written authorisation of the ECB or the authors. This paper can be downloaded without charge from www.ecb.europa.eu, from the Social Science Research Network electronic library or from RePEc: Research Papers in Economics. Information on all of the papers published in the ECB Working Paper Series can be found on the ECB’s website.
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  10. Stiglitz, Joseph E., 1989, Using tax policy to curb speculative short-term trading, Journal of Financial Services Research 3, 101–115.

  11. Umlauf, Steven R., 1993, Transaction taxes and the behavior of the Swedish stock market, Journal of Financial Economics 33, 227–240.

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  50. The Impact of Welfare Reform on Leaver Characteristics, Employment and Recidivism. (2002). Troske, Kenneth ; Mueser, Peter ; Carrington, William J..
    In: IZA Discussion Papers.
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