Crowded trades, market clustering, and price instability
Year of publication: |
2020
|
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Authors: | van Kralingen, Marc ; Garlaschelli, Diego ; Scholtus, Karolina ; van Lelyveld, Iman |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | crowded trading | tail-risk | financial stability |
Series: | Tinbergen Institute Discussion Paper ; TI 2020-007/II |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1689951478 [GVK] hdl:10419/220044 [Handle] RePEc:tin:wpaper:20200007 [RePEc] |
Classification: | g02 ; G14 - Information and Market Efficiency; Event Studies ; G20 - Financial Institutions and Services. General |
Source: |
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