The Impact of Designated Market Makers on Market Liquidity and Competition: A Simulation Approach
Fuente:
arXiv
Saved in:
| Main Author: | Zhou, Cong |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Automated Market Makers: Toward More Profitable Liquidity Provisioning Strategies
by: Drossos, Thanos, et al.
Published: (2025)
by: Drossos, Thanos, et al.
Published: (2025)
Concentrated Superelliptical Market Maker
by: Tolstikov, Vasily
Published: (2024)
by: Tolstikov, Vasily
Published: (2024)
Price-Aware Automated Market Makers: Models Beyond Brownian Prices and Static Liquidity
by: Bergault, Philippe, et al.
Published: (2024)
by: Bergault, Philippe, et al.
Published: (2024)
Optimal Trading in Automated Market Makers with Deep Learning
by: Jaimungal, Sebastian, et al.
Published: (2023)
by: Jaimungal, Sebastian, et al.
Published: (2023)
Equilibrium Reward for Liquidity Providers in Automated Market Makers
by: Aqsha, Alif, et al.
Published: (2025)
by: Aqsha, Alif, et al.
Published: (2025)
Improving Capital Efficiency and Impermanent Loss: Multi-Token Proactive Market Maker
by: Chen, Wayne, et al.
Published: (2023)
by: Chen, Wayne, et al.
Published: (2023)
Optimal Exit Time for Liquidity Providers in Automated Market Makers
by: Bergault, Philippe, et al.
Published: (2025)
by: Bergault, Philippe, et al.
Published: (2025)
The Market Maker's Dilemma: Navigating the Fill Probability vs. Post-Fill Returns Trade-Off
by: Albers, Jakob, et al.
Published: (2025)
by: Albers, Jakob, et al.
Published: (2025)
Bootstrapping Liquidity in BTC-Denominated Prediction Markets
by: Shabashev, Fedor
Published: (2025)
by: Shabashev, Fedor
Published: (2025)
Agent-based Liquidity Risk Modelling for Financial Markets
by: Vytelingum, Perukrishnen, et al.
Published: (2025)
by: Vytelingum, Perukrishnen, et al.
Published: (2025)
Adaptive Optimal Market Making Strategies with Inventory Liquidation Cos
by: Chávez-Casillas, Jonathan, et al.
Published: (2024)
by: Chávez-Casillas, Jonathan, et al.
Published: (2024)
Market Inefficiency in Cryptoasset Markets
by: Hasbrouck, Joel, et al.
Published: (2026)
by: Hasbrouck, Joel, et al.
Published: (2026)
Agent-Based Simulation of a Perpetual Futures Market
by: Rao, Ramshreyas
Published: (2025)
by: Rao, Ramshreyas
Published: (2025)
Optimal Dynamic Fees in Automated Market Makers
by: Baggiani, Leonardo, et al.
Published: (2025)
by: Baggiani, Leonardo, et al.
Published: (2025)
Better market Maker Algorithm to Save Impermanent Loss with High Liquidity Retention
by: Yan, CY, et al.
Published: (2025)
by: Yan, CY, et al.
Published: (2025)
Automated Market Makers in Cryptoeconomic Systems: A Taxonomy and Archetypes
by: Kirste, Daniel, et al.
Published: (2023)
by: Kirste, Daniel, et al.
Published: (2023)
Automated Market Makers: A Stochastic Optimization Approach for Profitable Liquidity Concentration
by: Zeller, Simon Caspar, et al.
Published: (2025)
by: Zeller, Simon Caspar, et al.
Published: (2025)
Option Market Making via Reinforcement Learning
by: Fang, Zhou, et al.
Published: (2023)
by: Fang, Zhou, et al.
Published: (2023)
Liquidity Dynamics in RFQ Markets and Impact on Pricing
by: Bergault, Philippe, et al.
Published: (2023)
by: Bergault, Philippe, et al.
Published: (2023)
Liquidity Competition Between Brokers and an Informed Trader
by: Donnelly, Ryan, et al.
Published: (2025)
by: Donnelly, Ryan, et al.
Published: (2025)
Design of a Decentralized Fixed-Income Lending Automated Market Maker Protocol Supporting Arbitrary Maturities
by: Ma, Tianyi
Published: (2025)
by: Ma, Tianyi
Published: (2025)
Price Discovery in Cryptocurrency Markets
by: Pascual, Juan Plazuelo, et al.
Published: (2025)
by: Pascual, Juan Plazuelo, et al.
Published: (2025)
Automated Market Making and Decentralized Finance
by: Monga, Marcello
Published: (2024)
by: Monga, Marcello
Published: (2024)
Arbitrage Analysis in Polymarket NBA Markets
by: Cheng, Guang, et al.
Published: (2026)
by: Cheng, Guang, et al.
Published: (2026)
Optimal Execution and Macroscopic Market Making
by: Guo, Ivan, et al.
Published: (2025)
by: Guo, Ivan, et al.
Published: (2025)
Axioms for Automated Market Makers: A Mathematical Framework in FinTech and Decentralized Finance
by: Bichuch, Maxim, et al.
Published: (2022)
by: Bichuch, Maxim, et al.
Published: (2022)
The Subtle Interplay between Square-root Impact, Order Imbalance & Volatility II: An Artificial Market Generator
by: Maitrier, Guillaume, et al.
Published: (2025)
by: Maitrier, Guillaume, et al.
Published: (2025)
Optimal Execution Strategies Incorporating Internal Liquidity Through Market Making
by: Morimoto, Yusuke
Published: (2024)
by: Morimoto, Yusuke
Published: (2024)
Strategic Learning and Trading in Broker-Mediated Markets
by: Aqsha, Alif, et al.
Published: (2024)
by: Aqsha, Alif, et al.
Published: (2024)
On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges
by: Barbon, Andrea, et al.
Published: (2021)
by: Barbon, Andrea, et al.
Published: (2021)
Decoding OTC Government Bond Market Liquidity: An ABM Model for Market Dynamics
by: Vidler, Alicia, et al.
Published: (2024)
by: Vidler, Alicia, et al.
Published: (2024)
Microstructure and Manipulation: Quantifying Pump-and-Dump Dynamics in Cryptocurrency Markets
by: Karbalaii, Mahya
Published: (2025)
by: Karbalaii, Mahya
Published: (2025)
Dynamic Grid Trading Strategy: From Zero Expectation to Market Outperformance
by: Chen, Kai-Yuan, et al.
Published: (2025)
by: Chen, Kai-Yuan, et al.
Published: (2025)
Boltzmann Price: Toward Understanding the Fair Price in High-Frequency Markets
by: Rola, Przemysław
Published: (2025)
by: Rola, Przemysław
Published: (2025)
Sentiment Feedback in Equity Markets: Asymmetries, Retail Heterogeneity, and Structural Calibration
by: Sneller, Lucas Marques
Published: (2025)
by: Sneller, Lucas Marques
Published: (2025)
Trading Electrons: Predicting DART Spread Spikes in ISO Electricity Markets
by: Hubert, Emma, et al.
Published: (2026)
by: Hubert, Emma, et al.
Published: (2026)
Expiring Assets in Automated Market Makers
by: Wood, Kenan, et al.
Published: (2024)
by: Wood, Kenan, et al.
Published: (2024)
Optimal Rebate Design: Incentives, Competition and Efficiency in Auction Markets
by: Mastrolia, Thibaut, et al.
Published: (2025)
by: Mastrolia, Thibaut, et al.
Published: (2025)
LLM Agents Do Not Replicate Human Market Traders: Evidence From Experimental Finance
by: Henning, Thomas, et al.
Published: (2025)
by: Henning, Thomas, et al.
Published: (2025)
Which Voices Move Markets? Speaker Identity and the Cross-Section of Post-Earnings Returns
by: Sidhu, Karmanpartap Singh, et al.
Published: (2026)
by: Sidhu, Karmanpartap Singh, et al.
Published: (2026)
Similar Items
-
Automated Market Makers: Toward More Profitable Liquidity Provisioning Strategies
by: Drossos, Thanos, et al.
Published: (2025) -
Concentrated Superelliptical Market Maker
by: Tolstikov, Vasily
Published: (2024) -
Price-Aware Automated Market Makers: Models Beyond Brownian Prices and Static Liquidity
by: Bergault, Philippe, et al.
Published: (2024) -
Optimal Trading in Automated Market Makers with Deep Learning
by: Jaimungal, Sebastian, et al.
Published: (2023) -
Equilibrium Reward for Liquidity Providers in Automated Market Makers
by: Aqsha, Alif, et al.
Published: (2025)