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Why a Transaction Fee Matters to You

51 点作者 rberger超过 12 年前

10 条评论

acslater00超过 12 年前
This is a terrible idea that for some reason keeps cropping up again and again. The major problem facing the Global Financial System(tm) is not high-frequency trading, it is large, illiquid, unhedged assets held by systemically important financial institutions. The nature of an illiquid asset is that it is traded infrequently, which makes it especially un-affected by a transaction tax.<p>OTOH, a tax like this may discourage high-frequency trading [despite it not being at all a systemic risk], but it also discourages certain legitimate and extremely useful forms of hedging, such as large notional currency swaps [<a href="http://en.wikipedia.org/wiki/Currency_swap" rel="nofollow">http://en.wikipedia.org/wiki/Currency_swap</a>]. And in the likely event that some esoteric forms of derivatives are exempt from the tax [they may be executed overseas, or just be exempted from the statute due to lobbying pressure] then it will encourage banks to shift trading activity from actual assets to much-more-fragile derivatives.<p>Bottom line: it's very likely that the net result of any Tobin Tax type implementation will be to actually make the Global Financial System(tm) <i>more</i> dangerous. And that's assuming you can actually discourage HFT, which is not at all clear. It will probably just migrate to some island that sets up a tax-shelter exchange.<p>I have no great love for HFT, but this proposal is the epitome of dangerous, populist feel-goodery. It makes no regulatory sense, and the fact that the Europeans keep threatening to hold hands and jump over this cliff together should not make you think that it is in any way good public policy.
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skorgu超过 12 年前
The problem is that any transaction fee is going to be strongly lobbied against and if it passes will likely have loopholes. I'd prefer a simpler structural change that isn't tied to a specific wording or implementation (like modifying the tick size/sub penny rule[0]).<p>[0] <a href="http://marginalrevolution.com/marginalrevolution/2012/06/hft-versus-the-sub-optimal-tick.html" rel="nofollow">http://marginalrevolution.com/marginalrevolution/2012/06/hft...</a>
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jrockway超过 12 年前
Where is the evidence that HFT is affecting anything? History had plenty of bad market crashes long before computers were a twinkle in anyone's eyes. (South Sea bubble, anyone?) And HFT didn't corrupt Enron and Worldcom's leadership, or robo-sign a bunch of bad mortgages.<p>Also worth noting is that equity markets are a tip of the iceberg: there are also foreign exchange and bond markets. If anything, charging transaction fees will suck up liquidity in the secondary markets, causing bond issuers to have to raise rates to compensate for the illiquid secondary market. (And in the case of treasuries, guess who pays the extra interest? Not Wall Street: you.)
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gaika超过 12 年前
HFT serves the same purpose that human Market Makers and Specialists do, only better. Kill it, and you will end up paying more.<p>Did you complain when human travel agents were replaced by expedia and like? Would you complain if car salesman as a profession is gone? Do you see your profit when amazon is competing with all brick and mortar shops? What makes HFT so special in that list?<p>So strange to see that sentiment from a science fiction author. Afraid to lose to reality evolving faster than you can imagine?
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daemin超过 12 年前
It's interesting to note that the effect of this transaction tax would be to 'reduce volatility' in the market. I say this because recently I watched the Authors@Google video of Nassim Nicholas Taleb (<a href="https://www.youtube.com/watch?v=S3REdLZ8Xis" rel="nofollow">https://www.youtube.com/watch?v=S3REdLZ8Xis</a>) where he stated that volatility in the market place is a good thing, creative destruction and all that.<p>More precisely the point he made was it was good for the market to appear and be volatile because otherwise it would only appear stable but with high and disasterous volatility brewing underneath the surface, ready to explode (the great moderation and subsequent GFC in the video).
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rayiner超过 12 年前
I don't know why techies dislike HFT. If anything HFT is helping to slim down Wall Street, replacing human traders with computers.
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consz超过 12 年前
As someone currently in HFT, I think a financial transaction tax would be very good for me/my firm.
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meric超过 12 年前
That's a terrible idea. Destroying liquidity and masking market volatility. You don't destroy your clock when upon looking on it you figure you don't have enough time. The clock is the only thing telling you time is running out.<p>What you have to do instead is legislate and enforce transparency in all global organisations and put in jail high level executives who (may have) turned a blind eye to deliberate borrower misrepresentation (may be fraud) in investment banks and which on-sold those loans on to investors, knowing the risk of those loans were understated.
dfc超过 12 年前
If anyone can find a link to the Joint Committee on Taxation's report for the Financial Transaction Tax (AKA: Securities Transaction Tax / Tobin Tax) it would be much appreciated. The ProPublica article[1] and Defazio's press release[2] mention the JCT report but I have not been able to locate the actual report. It is even referred to in a CRS report[3] but it seems that everyone is taking Defazio's word and nobody is bothering to look for the report. I scoured the jct.gov website but could not find the publication listed anywhere.<p>[1] <a href="https://www.propublica.org/thetrade/item/the-03-solution" rel="nofollow">https://www.propublica.org/thetrade/item/the-03-solution</a><p>[2] <a href="http://www.defazio.house.gov/index.php?option=com_content&#38;task=view&#38;id=736&#38;Itemid=70" rel="nofollow">http://www.defazio.house.gov/index.php?option=com_content&#3...</a><p>[3] <a href="http://www.hsdl.org/?view&#38;did=715463" rel="nofollow">http://www.hsdl.org/?view&#38;did=715463</a>
cincinnatus超过 12 年前
HFT is an abomination. Anything that will curtail it is good in my book.