THE ROLE OF TRANSACTION COSTS FOR FINANCIAL VOLATILITY: EVIDENCE FROM THE PARIS BOURSE

By Harald Hau. 2006

151 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/937c4dd02f456ee33ba88ad6671bda0233b1b868

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In Economics and Econometrics

1. Thornton Matheson

In Finance

1. Thornton Matheson

Citations in the corpus

• Taxing Financial Transactions: Issues and Evidence (2011, background): “Hau (2006) finds that this relationship holds for the French equities market as well, where tick-size reduction led to a fall in volatility.”