---
title: Cross-Impact and Price Bubbles: A Two-Asset Lab-Experiment
url: https://www.ml-quant.com/papers/ssrn/4529978/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4529978
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4529978
featured: 2023-08-09
citations: 0
topic: Portfolio & Allocation
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4529978
- Identifier: SSRN 4529978
- Released: 2023-08-01
- First featured: Quant Letter No. 11 (2023-08-09): https://www.ml-quant.com/issues/2023-08-09/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Portfolio & Allocation

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