Crowded trades, market clustering, and price instability
Year of publication: |
[2020]
|
---|---|
Authors: | Kralingen, Marc van ; Garlaschelli, Diego ; Scholtus, Karolina ; Lelyveld, Iman van |
Publisher: |
Amsterdam, the Netherlands : De Nederlandsche Bank NV |
Subject: | crowded trading | tail-risk | financial stability | Verdrängungseffekt | Crowding out | Börsenkurs | Share price | Wertpapierhandel | Securities trading | USA | United States | Theorie | Theory | Finanzkrise | Financial crisis |
Extent: | 1 Online-Ressource (circa 51 Seiten) Illustrationen |
---|---|
Series: | DNB working papers. - Amsterdam : DNB, ZDB-ID 2435220-2. - Vol. no. 668 (January 2020) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Crowded trades, market clustering, and price instability
Kralingen, Marc van, (2020)
-
Dice have no memory : big bets and bad economics from Paris to the Pampas
Bonner, William, (2011)
-
Scheduled macro-news effects on a Euro/US dollar limit order book around the 2008 financial crisis
Ben Omrane, Walid, (2017)
- More ...
-
Crowded trades, market clustering, and price instability
Kralingen, Marc van, (2020)
-
Crowded trades, market clustering, and price instability
van Kralingen, Marc, (2020)
-
Crowded Trades, Market Clustering, and Price Instability
van Kralingen, Marc, (2020)
- More ...