The impact of transaction tax on price volatility and trading volume / Mohd Hussin Abdul Lasim

• Main Author: Abdul Lasim, Mohd Hussin
• Format: Student Project
• Language: English
• Published: 2016
• Subjects: Mathematical economics. Quantitative methods; Investment, capital formation, speculation; Stock exchanges. Insider trading in securities
• Online Access: https://ir.uitm.edu.my/id/eprint/73030/1/73030.pdf; https://ir.uitm.edu.my/id/eprint/73030/

This research paper investigates the relationship between Securities Transaction Tax(STT) and trading volume and price volatility. This study gives us an opportunity to test the effect of the transaction tax rate on trading volume and price volatility of certain countries that imposed STT. Previous...