Some Evidence that a Tobin Tax on Foreign Exchange Transactions May Increase Volatility, Review of Finance, vol.7, issue.3, pp.481-510, 2003. ,
DOI : 10.1023/B:EUFI.0000022143.77321.20
Heterogeneous beliefs and routes to chaos in a simple asset pricing model, Journal of Economic Dynamics and Control, vol.22, issue.8-9, pp.1235-1274, 1998. ,
DOI : 10.1016/S0165-1889(98)00011-6
The dynamics of speculative behaviour, Annals of Operations Research, vol.1, issue.10, pp.101-123, 1992. ,
DOI : 10.1007/BF02071051
A simulation analysis of the microstructure of double auction markets*, Quantitative Finance, vol.1, issue.5, pp.346-353, 2002. ,
DOI : 10.1093/rfs/10.1.103
Bulls, bears and market sheep, Journal of Economic Behavior & Organization, vol.14, issue.3, pp.299-329, 1990. ,
DOI : 10.1016/0167-2681(90)90061-H
Exchange rate theory: Chaotic models of foreign exchange markets, 1993. ,
Tobin tax and market depth, Quantitative Finance, vol.4, issue.2, pp.213-218, 2005. ,
DOI : 10.1142/S0129183104006455
Two Cases for Sand in the Wheels of International Finance, The Economic Journal, vol.105, issue.428, pp.162-72, 1995. ,
DOI : 10.2307/2235326
What really causes large price changes?, Quantitative Finance, vol.2, issue.4, pp.383-397, 2004. ,
DOI : 10.1080/14697680400008627
The price dynamics of common trading strategies, Journal of Economic Behavior & Organization, vol.49, issue.2, pp.149-171, 2002. ,
DOI : 10.1016/S0167-2681(02)00065-3
How well do foreign exchange markets function: Might a Tobin tax help? NBER Working Papers 5422, National Bureau of Economic Research, 1996. ,
The Role of Transaction Costs for Financial Volatility: Evidence from the Paris Bourse, Journal of the European Economic Association, vol.4, issue.4, pp.862-890, 2006. ,
DOI : 10.1162/JEEA.2006.4.4.862
Heterogeneous agent models in economics and finance Handbook of computational economics Agent-based computational economics, pp.1107-1186, 2006. ,
Transaction costs and price volatility: Evidence from commission deregulation, The American Economic Review, vol.87, pp.728-737, 1997. ,
The general theory of employment, interest, and money, 1936. ,
Epidemics of opinion and speculative bubbles in financial markets, Money and financial markets. Blackwell, pp.354-368, 1991. ,
Agent-based computational finance Handbook of computational economics Agent-based computational economics, pp.1187-1233, 2006. ,
THE KEY ROLE OF LIQUIDITY FLUCTUATIONS IN DETERMINING LARGE PRICE CHANGES, Fluctuation and Noise Letters, vol.05, issue.02, pp.209-216, 2005. ,
DOI : 10.1142/S0219477505002574
Econophysics: Master curve for price-impact function, Nature, vol.46, issue.6919, pp.129-130, 2003. ,
DOI : 10.1103/PhysRevE.66.027104
Herd Behaviour, Bubbles and Crashes, The Economic Journal, vol.105, issue.431, pp.881-96, 1995. ,
DOI : 10.2307/2235156
Financial power laws: Empirical evidence, models, and mechanisms, Chaos, Solitons & Fractals, vol.88, 2006. ,
DOI : 10.1016/j.chaos.2016.01.020
Using an artificial financial market for assessing the impact of Tobin-like transaction taxes, Journal of Economic Behavior & Organization, vol.67, issue.2, pp.445-462, 2006. ,
DOI : 10.1016/j.jebo.2006.10.011
URL : https://hal.archives-ouvertes.fr/hal-00601885
Simple model of a limit order-driven market, Physica A: Statistical Mechanics and its Applications, vol.278, issue.3-4, pp.571-578, 2000. ,
DOI : 10.1016/S0378-4371(00)00067-4
A comparison of different trading protocols in an agent-based market, Journal of Economic Interaction and Coordination, vol.56, issue.5, pp.27-43, 2007. ,
DOI : 10.1007/s11403-006-0016-5
Volatility via social flaring, Journal of Economic Behavior & Organization, vol.50, issue.1, pp.77-87, 2003. ,
DOI : 10.1016/S0167-2681(02)00041-0
Securities Transaction Taxes: An Overview of Costs, Benefits and Unresolved Questions, Financial Analysts Journal, vol.49, issue.5, pp.27-35, 1993. ,
DOI : 10.2469/faj.v49.n5.27
Irrational exuberance, 2000. ,
DOI : 10.1515/9781400865536
On the feasibility of a tax on foreign exchange transactions, Federal Ministry for Economic Cooperation and Development, 2002. ,
Using tax policy to curb speculative short-term trading, Journal of Financial Services Research, vol.50, issue.2-3, pp.101-113, 1989. ,
DOI : 10.1007/BF00122795
When financial markets work too well: A cautious case for a securities transaction tax, Journal of Financial Services, vol.3, pp.163-188, 1989. ,
The use of technical analysis in the foreign exchange market, Journal of International Money and Finance, vol.11, issue.3, pp.304-314, 1992. ,
DOI : 10.1016/0261-5606(92)90048-3
A proposal for international monetary reform, Eastern Economic Journal, vol.4, pp.153-159, 1978. ,
The Tobin tax: Coping with financial volatility, 1996. ,
Transaction taxes and the behavior of the Swedish stock market, Journal of Financial Economics, vol.33, issue.2, pp.227-240, 1993. ,
DOI : 10.1016/0304-405X(93)90005-V
Comment on `Some Evidence that a Tobin Tax on Foreign Exchange Transactions may Increase Volatility', Review of Finance, vol.7, issue.3, pp.511-514, 2003. ,
DOI : 10.1023/B:EUFI.0000022151.50261.40
Heterogeneous traders and the Tobin tax, Journal of Evolutionary Economics, vol.13, issue.1, pp.53-70, 2003. ,
DOI : 10.1007/s00191-003-0140-5
The effectiveness of Keynes???Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach, Journal of Economic Dynamics and Control, vol.30, issue.2, pp.293-322, 2006. ,
DOI : 10.1016/j.jedc.2004.12.004