Transaction tax, heterogeneous traders and market volatility.
Hongquan LiGang ChengShouyang WangPublished in: Kybernetes (2015)
Keyphrases
- stock market
- stock price
- chinese stock market
- stock returns
- financial markets
- stock index futures
- financial data
- garch model
- stock exchange
- investment strategies
- trading strategies
- short term
- financial time series
- database
- stock data
- electronic markets
- double auction
- financial crisis
- foreign exchange
- stock market data
- bidding strategies
- mobile payment
- stock trading
- real estate
- transaction processing
- real time database systems
- long term
- exchange rate
- commit protocols
- non stationary