Securities Transaction Taxes: An Overview of Costs, Benefits and Unresolved Questions

Asset pricing and the bid-ask spread

1986 • 5,250 citations

Liquidity, Maturity, and the Yields on U.S. Treasury Securities

1991 • 520 citations

Using tax policy to curb speculative short-term trading

1989 • 427 citations

Stock Market Volatility

1990 • 384 citations

Index-Futures Arbitrage and the Behavior of Stock Index Futures Prices

1988 • 368 citations

Transaction taxes and the behavior of the Swedish stock market

1993 • 330 citations

Options markets and stock return volatility

1989 • 289 citations

Liquidity and the 1987 stock market crash

1990 • 166 citations

Valuing a Business: The Analysis and Appraisal of Closely Held Companies

1981 • 132 citations

Margin Requirements, Volatility, and the Transitory Component of Stock Prices

2016 • 116 citations

Noise traders, excess volatility, and a securities transactions tax

1996 • 104 citations

Adverse Implications of a Securities Transactions Excise Tax

1991 • 25 citations

Commentary: Using Tax Policy To Curb Speculative Short-Term Trading

1989 • 20 citations