Cross-Impact and Price Bubbles: A Two-Asset Lab-Experiment
A study found that financial bubbles are larger and cross-market impact is more asymmetric in markets with both human and artificial agents, especially when these agents have unique portfolios.
Featured in No. 11 on 9 Aug 2023 · 8 days after release · 0 citations today
- Released
- 1 Aug 2023
- First featured
- No. 11 · 9 Aug 2023
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- SSRN 4529978
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