Co-impact: Crowding effects in institutional trading activity
JP Bouchaud, CA Lehalle - Quantitative Finance, 2020 - Taylor & Francis
This paper is devoted to the important yet unexplored subject of crowding effects on market
impact, that we call 'co-impact'. Our analysis is based on a large database of metaorders by …
impact, that we call 'co-impact'. Our analysis is based on a large database of metaorders by …
Co-impact: crowding effects in institutional trading activity
F Bucci, I Mastromatteo, Z Eisler, F Lillo… - Quantitative …, 2020 - ideas.repec.org
This paper is devoted to the important yet unexplored subject of crowding effects on market
impact, that we call 'co-impact'. Our analysis is based on a large database of metaorders by …
impact, that we call 'co-impact'. Our analysis is based on a large database of metaorders by …
Co-Impact: Crowding Effects in Institutional Trading Activity
F Bucci, I Mastromatteo, Z Eisler, F Lillo… - Available at SSRN …, 2018 - papers.ssrn.com
This paper is devoted to the important yet unexplored subject of crowding effects on market
impact, that we call co-impact. Our analysis is based on a large database of metaorders by …
impact, that we call co-impact. Our analysis is based on a large database of metaorders by …
Co-impact: crowding effects in institutional trading activity
F Bucci, I Mastromatteo, Z Eisler, F Lillo… - QUANTITATIVE …, 2020 - ricerca.sns.it
This paper is devoted to the important yet unexplored subject of crowding effects on market
impact, that we call 'co-impact'. Our analysis is based on a large database of metaorders by …
impact, that we call 'co-impact'. Our analysis is based on a large database of metaorders by …
Co-impact: Crowding effects in institutional trading activity
F Bucci, I Mastromatteo, Z Eisler, F Lillo… - arXiv e …, 2018 - ui.adsabs.harvard.edu
This paper is devoted to the important yet unexplored subject of crowding effects on market
impact, that we call" co-impact". Our analysis is based on a large database of metaorders by …
impact, that we call" co-impact". Our analysis is based on a large database of metaorders by …
[PDF][PDF] Co-impact: Crowding Effects in Institutional Trading Activity
F Bucci, I Mastromatteo, Z Eisler, F Lillo… - arXiv preprint arXiv …, 2018 - cfm.com
This paper is devoted to the important yet unexplored subject of crowding effects on market
impact, that we call “co-impact”. Our analysis is based on a large database of metaorders by …
impact, that we call “co-impact”. Our analysis is based on a large database of metaorders by …
Co-impact: crowding effects in institutional trading activity
F Bucci, I Mastromatteo, Z Eisler, F Lillo… - QUANTITATIVE …, 2020 - cris.unibo.it
This paper is devoted to the important yet unexplored subject of crowding effects on market
impact, that we call 'co-impact'. Our analysis is based on a large database of metaorders by …
impact, that we call 'co-impact'. Our analysis is based on a large database of metaorders by …
Co-impact: Crowding effects in institutional trading activity
F Bucci, I Mastromatteo, Z Eisler, F Lillo… - arXiv preprint arXiv …, 2018 - arxiv.org
This paper is devoted to the important yet unexplored subject of crowding effects on market
impact, that we call" co-impact". Our analysis is based on a large database of metaorders by …
impact, that we call" co-impact". Our analysis is based on a large database of metaorders by …
[PDF][PDF] Co-impact: Crowding Effects in Institutional Trading Activity
F Bucci, I Mastromatteo, Z Eisler, F Lillo… - arXiv preprint arXiv …, 2018 - researchgate.net
This paper is devoted to the important yet unexplored subject of crowding effects on market
impact, that we call “co-impact”. Our analysis is based on a large database of metaorders by …
impact, that we call “co-impact”. Our analysis is based on a large database of metaorders by …
Co-impact: Crowding effects in institutional trading activity
F Bucci, I Mastromatteo, Z Eisler, F Lillo, JP Bouchaud… - 2018 - econpapers.repec.org
This paper is devoted to the important yet unexplored subject of crowding effects on market
impact, that we call" co-impact". Our analysis is based on a large database of metaorders by …
impact, that we call" co-impact". Our analysis is based on a large database of metaorders by …