attempts to quantify the impact of STT imposition and subsequent revisions on volatility and trading volume during Oct 2003 …-July 2013. Empirical results show a mixed response of volatility and volume to changes in STT. Even though STT has …

Commodity derivatives were introduced in India with a dual purpose of promoting price discovery and enhancing risk … management in the commodities market. A transaction tax (of 0.01 per cent) on commodity futures trading was introduced in the … imposition on the total volume traded of a few select commodity futures as well as on the overall efficiency of the commodity …

and maturities and are uncorrelated with jumps in the underlying futures price. 14% to 28% of detected option price jumps …