liquidity

The Value of ETF Liquidity
The Review of Financial Studies, 2024, 37(10): 3092-3148
Last updated on Sep 18, 2024
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Fragmentation and optimal liquidity supply on decentralized exchanges
Joint with Alfred Lehar and Christine Parlour. Revise & Resubmit at The Review of Financial Studies
Last updated on Oct 21, 2024
Fragmentation and optimal liquidity supply on decentralized exchanges
Joint with Alfred Lehar and Christine Parlour. Revise & Resubmit at The Review of Financial Studies
Last updated on Oct 21, 2024
The queuing friction in limit order book markets
Joint with Corey Garriott and Vincent van Kervel.
Last updated on Oct 21, 2024
Speed and learning in high-frequency auctions
Journal of Financial Markets, 2021, 54 (June), 100583 (Lead Article).
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Need for Speed? Exchange Latency and Liquidity
The Review of Financial Studies, 2017, 30(4), 1188-1228.
Last updated on Sep 18, 2024
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