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Liquidity Fragmentation on Decentralized Exchanges
14 references·0 citing·48 second hop
Liquidity Fragmentation on Decentralized Exchanges (2022)Liquidity Fragmentation on Decentralized …The Need for Fees at a DEX: How Increases in Fees Can Increase DEX Trading Volume (2026)The Need for Fees at a DEX: H…Automated Market Making and Loss-Versus-Rebalancing (2022)Automated Market Making and L…On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges (2021)On The Quality Of Cryptocurre…High-Frequency Market Making to Large Institutional Trades (2018)High-Frequency Market Making …Competing on Speed (2018)Competing on SpeedOrder Flow Segmentation, Liquidity and Price Discovery: The Role of Latency Delays (2017)Order Flow Segmentation, Liqu…Can Brokers Have It All? On the Relation between Make‐Take Fees and Limit Order Execution Quality (2016)Can Brokers Have It All? On t…The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response (2013)The High-Frequency Trading Ar…Do Dark Pools Harm Price Discovery? (2013)Do Dark Pools Harm Price Disc…Liquidity Cycles and Make/Take Fees in Electronic Markets (2012)Liquidity Cycles and Make/Tak…Is market fragmentation harming market quality? (2011)Is market fragmentation harmi…Competition for Order Flow and Smart Order Routing Systems (2006)Competition for Order Flow an…Range‐Based Estimation of Stochastic Volatility Models (2002)Range‐Based Estimation of Sto…Trading Volume and Asset Liquidity (1989)Trading Volume and Asset Liqu…Installed base and compatibility : innovation, product preannouncements and predation (1986)A Theory of Intraday Patterns: Volume and Price Variability (1988)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)Bank Bias in Europe: Effects on Systemic Risk and Growth (2015)The Economics of High-Frequency Trading: Taking Stock (2016)Price Discovery without Trading: Evidence from Limit Orders (2019)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Continuous Auctions and Insider Trading (1985)The Flash Crash: High‐Frequency Trading in an Electronic Market (2017)Trading and Arbitrage in Cryptocurrency Markets (2018)Machine behaviour (2019)Price, trade size, and information in securities markets (1987)Is the Electronic Open Limit Order Book Inevitable? (1994)A Simple Way to Estimate Bid‐Ask Spreads from Daily High and Low Prices (2012)The Empirical Analysis of Liquidity (2014)Why Trading Speed Matters: A Tale of Queue Rationing under Price Controls (2017)Quantifying the High-Frequency Trading "Arms Race" (2021)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Market Liquidity and Funding Liquidity (2008)The Impact of Dark Trading and Visible Fragmentation on Market Quality (2014)Dark trading and price discovery (2015)Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data (1998)Two-sided markets: a progress report (2006)Algorithmic Trading and Information (2009)High-Frequency Trading and Market Performance (2015)Inferring Trade Direction from Intraday Data (1991)Every Cloud Has a Silver Lining: Fast Trading, Microwave Connectivity and Trading Costs (2016)The relevance of broker networks for information diffusion in the stock market (2019)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)The economics of networks (1996)Market microstructure: A survey (2000)Equilibrium fast trading (2015)High frequency market microstructure (2015)Monopoly and product quality (1978)Asset pricing and the bid-ask spread (1986)Why Do New Technologies Complement Skills? Directed Technical Change and Wage Inequality (1998)Pricing and Liquidity in Decentralized Asset Markets (2016)Trading in Fragmented Markets (2019)A Survey of Fintech Research and Policy Discussion (2020)The Pricing of Options and Corporate Liabilities (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)There is a risk-return trade-off after all (2005)Volatility forecast comparison using imperfect volatility proxies (2010)Stock Market Volatility and Macroeconomic Fundamentals (2012)Multimarket Trading and Market Liquidity (1991)The Survival of Noise Traders in Financial Markets (1991)
this work references cited by second hop

References

  • 2002Range‐Based Estimation of Stochastic Volatility Models1,215 cited
  • 2013The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response886 cited
  • 1989Trading Volume and Asset Liquidity628 cited
  • 2011Is market fragmentation harming market quality?578 cited
  • 2006Competition for Order Flow and Smart Order Routing Systems332 cited
  • 2013Do Dark Pools Harm Price Discovery?309 cited
  • 2012Liquidity Cycles and Make/Take Fees in Electronic Markets200 cited
  • 2018High-Frequency Market Making to Large Institutional Trades186 cited
  • 2016Can Brokers Have It All? On the Relation between Make‐Take Fees and Limit Order Execution Quality167 cited
  • 2018Competing on Speed147 cited
  • 2021On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges83 cited
  • 2022Automated Market Making and Loss-Versus-Rebalancing49 cited
  • 2017Order Flow Segmentation, Liquidity and Price Discovery: The Role of Latency Delays41 cited
  • 2026The Need for Fees at a DEX: How Increases in Fees Can Increase DEX Trading Volume39 cited

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