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SSRNDerivatives & Volatility

Benign Granularity in Asset Markets

The model reveals that higher asset concentration among a few large investors leads to increased volatility and returns, and surprisingly, improves liquidity.

Featured in No. 91 on 2 Apr 2025 · 1 day after release · 0 citations today

Released
1 Apr 2025
First featured
No. 91 · 2 Apr 2025
Citations (Semantic Scholar)
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2
Identifier
SSRN 5200216

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

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