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Bank of Canada RSS Feedsen2024-03-29T11:27:42+00:00Security Transaction Taxes and Market Quality
https://www.bankofcanada.ca/2011/11/working-paper-2011-26/
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 spreads, lower volume, and increased price impact of trades.2011-11-23T13:35:04+00:00enSecurity Transaction Taxes and Market Quality2011-11-23Econometric and statistical methodsFinancial marketsMarket structure and pricingWorking Paper 2011-26https://www.bankofcanada.ca/wp-content/uploads/2011/11/wp2011-26.pdfSecurity Transaction Taxes and Market QualityAnna PomeranetsDaniel G. WeaverNovember 2011CC4C43GG1G10G12