The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse
Year of publication: |
2002-11
|
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Authors: | Hau, Harald |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | effective spread | realized volatility | tick size | Tobin tax |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 3651 |
Classification: | F30 - International Finance. General ; G10 - General Financial Markets. General ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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