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Liquidity Fragmentation on Decentralized Exchanges · Study

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PreprintLiquidity Fragmentation on Decentralized Exchanges

Alfred Lehar2022

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Preprintgreen2022

Liquidity Fragmentation on Decentralized Exchanges

Alfred Lehar · Christine A. Parlour · Marius Zoican

26 citations·0/0 files stored·SSRN Electronic Journal

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Financial Markets and Investment Strategies Blockchain Technology Applications and Security FinTech, Crowdfunding, Digital Finance

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References

2002Range‐Based Estimation of Stochastic Volatility Models 2013The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response 1989Trading Volume and Asset Liquidity 2011Is market fragmentation harming market quality?2006Competition for Order Flow and Smart Order Routing Systems 2013Do Dark Pools Harm Price Discovery?2012Liquidity Cycles and Make/Take Fees in Electronic Markets 2018High-Frequency Market Making to Large Institutional Trades

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2018Why Discrete Price Fragments U.S. Stock Exchanges and Disperses Their Fee Structuresarticle · 6 shared references 2019Trading in Fragmented Marketsarticle · 6 shared references 2017Order Flow Segmentation, Liquidity and Price Discovery: The Role of Latency Delaysarticle · 6 shared references 2016COMPETITION BETWEEN EQUITY MARKETS: A REVIEW OF THE CONSOLIDATION VERSUS FRAGMENTATION DEBATEarticle · 6 shared references 2021Market Fragmentationarticle · 5 shared references 2019Price Discovery without Trading: Evidence from Limit Ordersarticle · 4 shared references

Details

Year2022

Typepreprint

Published2022-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations26

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.2139/ssrn.4267429

openalex_workW4312475343

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