Securities Transaction Tax and Stock Market Behavior in an Agent-Based Financial Market Model.

Hongquan Li Mengyun Tang Wei Shang Shouyang Wang

Published in: ICCS (2013)

Keyphrases

stock market
financial markets
stock price
financial time series
short term
portfolio optimization
management system
financial data
agent based models
stock returns
trading strategies
garch model
market data
stock index
technical indicators