Essays about: "Markus Lithell"

Found 1 essay containing the words Markus Lithell.

  1. 1. A Blueprint for Europe? - Investigating a Financial Transaction Tax on the French Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Markus Lithell; Johan Ljungkvist; [2013]
    Keywords : financial transaction tax; securities transaction tax; high-frequency trading tax;

    Abstract : This paper investigates the market consequences of financial transaction tax (FTT) implementation. We use data on volume and volatility for securities subject to a recent French FTT, as well as comparable European securities that were not. We find that the FTT has a significant negative effect on both volume and volatility. READ MORE