Becchetti, L.; Ferrari, M.; Trenta, U. - In: Journal of Financial Stability 15 (2014) C, pp. 127-148
We analyze the impact of the introduction of the French Tobin tax on the turnover and measures of the liquidity and volatility of the affected stocks with nonparametric tests on individual stocks, difference-in-difference tests and other robustness checks controlling for simultaneous...