Tax reforms and stock return volatility : the case of Japan
Year of publication: |
August 2016
|
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Authors: | Hayashida, Minoru ; Ono, Hiroyuki |
Published in: |
Journal of Asian economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1049-0078, ZDB-ID 1061920-3. - Vol. 45.2016, p. 1-14
|
Subject: | Tax reform | Stock return volatility | Stock transaction tax | GARCH-type model | Realized volatility | Japan | Volatilität | Volatility | Steuerreform | Kapitaleinkommen | Capital income | Börsenkurs | Share price | ARCH-Modell | ARCH model |
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