Take the 2-minute tour ×
Quantitative Finance Stack Exchange is a question and answer site for finance professionals and academics. It's 100% free, no registration required.

Is there any good research on the price elasticity of trading in financial markets? Things like optimal fee structures and the like?

share|improve this question
add comment

1 Answer

You can take a look at this paper (December 2011):

http://www.peri.umass.edu/fileadmin/pdf/research_brief/PERI_FTT_Research_Brief.pdf

At the end of the paper you can also find an interesting reference list.

share|improve this answer
add comment

Your Answer

 
discard

By posting your answer, you agree to the privacy policy and terms of service.

Not the answer you're looking for? Browse other questions tagged or ask your own question.