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
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- 1 Apr 2025
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- No. 91 · 2 Apr 2025
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- SSRN 5200216
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