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SSRNDerivatives & Volatility

Passive Investing

The research indicates that the growth of passive investing increases stock correlations and market volatility, reducing the advantages of diversification and increasing market risk during crises.

Featured in No. 62 on 21 Aug 2024 · 5 days after release

Released
16 Aug 2024
First featured
No. 62 · 21 Aug 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
3
Identifier
SSRN 4928631

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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