20-007/II - Crowded trades, market clustering, and price instability

• Authors
  Marc van Kralingen, Aegon N.V.; Diego Garlaschelli, Lorentz Institute; Karolina Scholtus, Erasmus University; Iman van Lelyveld, Vrije Universiteit Amsterdam
• Publication date
  February 4, 2020

• Keywords
  crowded trading, tail-risk, financial stability
• JEL
  G02, G14, G20