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Financial transaction taxes and the informational efficiency of financial markets : a structural estimation
Cipriani, Marco; Guarino, Antonio; Uthemann, Andreas - 2019
We develop a new methodology to estimate the impact of a financial transaction tax (FTT) on informational efficiency, liquidity and volatility. In our sequential trading model there are price elastic noise traders and traders with private information of heterogeneous quality. We estimate the...
Persistent link: https://www.econbiz.de/10011966499
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Statistical treatment rules for heterogeneous populations
Manski, Charles (contributor) - 2003 - [Elektronische Ressource], rev
Persistent link: https://www.econbiz.de/10001759011
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Jackknife and analytical bias reduction for nonlinear panel models
Hahn, Jinyong (contributor); Newey, Whitney K. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001835709
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Nonparametric estimation homothetic and homothetically separable functions
Lewbel, Arthur (contributor); Linton, Oliver (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001835900
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Simulation and estimation of hedonic models
Heckman, James J. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001835951
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Higher order properties of GMM and generalized empirical likelihood estimators
Newey, Whitney K. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777551
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Identification and estimation of hedonic models
Ekeland, Ivar (contributor); Heckman, James J. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001748158
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Nonparametric estimation of an additive model with a link function
Horowitz, Joel (contributor); Mammen, Enno (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001748217
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Expend, a Gauss programme for non-linear GMM estimation of exponential models with endogenous regressors for cross section and panel data
Windmeijer, Frank (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001748235
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Non-linear models with panle data
Honoré, Bo E. (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001748236