Co-impact: Crowding effects in institutional trading activity

26 April 2018

Social sharing

Share via Twitter Share via LinkedIn Share via Email

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


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

Related articles