Co-impact: Crowding effects in institutional trading activity

26 April 2018

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This paper is devoted to the important yet unexplored subject of crowding effects on market impact, that we call 'co-impact'.

Authors

Jean-Philippe Bouchaud , Frédéric Bucci , Iacopo Mastromatteo , Zoltán Eisler , Fabrizio Lillo , Charles-Albert Lehalle