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Corruption in tax and taxing the corruption
Pazhanisamy, R. - 2019
of corruption in the society all farms of corruptions has to be internalized by introducing a permit and tax for …
Persistent link: https://www.econbiz.de/10012119899
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On the incidence of a financial transactions tax in a model with fire sales
Bierbrauer, Felix - 2012
banks, a financial transactions tax contributes to financial distress and undoes other policy measures that are used to …This paper studies the impact of a financial transactions tax on a financial market where financial institutions trade …. There are two main results: First, if all banks have enough liquidity so that they can honor their short-term obligations, a …
Persistent link: https://www.econbiz.de/10009571254
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Do proprietary traders provide liquidity?
Bergman, Nittai K.; Kadan, Ohad; Michaely, Roni; … - 2020
Whether proprietary traders provide or take liquidity, and how their behavior evolves over the business cycle and across stocks, remains at the center of an ongoing debate. Using a unique dataset from the NYSE, we document that proprietary traders concentrate their trades in large and liquid...
Persistent link: https://www.econbiz.de/10012419705
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On the Incidence of a Financial Transactions Tax in a Model with Fire Sales
Bierbrauer, Felix J. - 2012
banks, a financial transactions tax contributes to financial distress and undoes other policy measures that are used to …This paper studies the impact of a financial transactions tax on a financial market where financial institutions trade …. There are two main results: First, if all banks have enough liquidity so that they can honor their short-term obligations, a …
Persistent link: https://www.econbiz.de/10013104166
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How can a Currency Transaction Tax Stabilize Foreign Exchange Markets?
Jetin, Bruno - 2021
-fixed exchange rates thanks to capital controls, James Tobin conceived his now famous “Tobin tax”. Since then, some supporters of his …) in particular has proposed a two-tier Currency Transaction Tax (hereafter CTT). The CTT could curb the usual speculation …
Persistent link: https://www.econbiz.de/10013229737
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An evidence of speculation in Indian commodity markets
Varadi, Vijay Kumar - 2012
Recent price surge in commodity markets has stipulated the intensity of various factors which lead the price volatility. There are multiple-factors namely, traditional supply and demand, excess global liquidity (i.e., monetary inflows in commodity markets), and financialization i.e., financial...
Persistent link: https://www.econbiz.de/10009533289
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The effects of margin changes on commodity futures markets
Daskalaki, Charoula; Skiadopoulos, George - 2014 - This draft: 24 October 2014
In light of the recently passed 2010 Dodd-Frank Act, we assess the effect of margin changes on prices, the risk-sharing between speculators and hedgers, and the price stability of 20 commodity futures markets. We find that margin increases decrease the rate at which prices change, yet they...
Persistent link: https://www.econbiz.de/10010472794
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An Evidence of Speculation in Indian Commodity Markets
Varadi, Vijay Kumar - 2012
Recent price surge in commodity markets has stipulated the intensity of various factors which lead the price volatility. There are multiple-factors namely, traditional supply and demand, excess global liquidity (i.e., monetary inflows in commodity markets), and financialization i.e., financial...
Persistent link: https://www.econbiz.de/10014041005
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Computerized and High-Frequency Trading
Goldstein, Michael A. - 2014
The use of computers to execute trades, often with very low latency, has increased over time, resulting in a variety of computer algorithms executing electronically targeted trading strategies at high speed. We describe the evolution of increasingly fast automated trading over the past decade...
Persistent link: https://www.econbiz.de/10013060754
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A New Approach to Measure Speculation in the Oil Futures Market and Some Policy Implications
Chan, Leo H. - 2015
We propose using a new relative measure, the speculative ratio, defined as trading volume divided by open interest, to gauge speculative activity in the oil futures market. We apply the speculative ratio to examine the relation between basis and speculative activity in the oil futures market...
Persistent link: https://www.econbiz.de/10013016751