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SSRNTrading, Microstructure & Execution

Market Makers Liquidity

Liquidity provision strategies can be more profitable than holding assets, as pricing functions can be designed to maximize the expected time a liquidity provider stays in the pool.

Featured in No. 81 on 8 Jan 2025 · 2 days after release

Released
6 Jan 2025
First featured
No. 81 · 8 Jan 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
2
Identifier
SSRN 5085051

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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