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Prediction Market Performance and Market Liquidity: A Comparison of Automated Market Makers

✍ Scribed by Slamka, Christian; Skiera, Bernd; Spann, Martin

Book ID
120215543
Publisher
IEEE
Year
2013
Tongue
English
Weight
900 KB
Volume
60
Category
Article
ISSN
0018-9391

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πŸ“œ SIMILAR VOLUMES

A realistic model of market liquidity an
A realistic model of market liquidity and depth
✍ Vassilis Polimenis πŸ“‚ Article πŸ“… 2005 πŸ› John Wiley and Sons 🌐 English βš– 146 KB

A model that realistically defines market liquidity and depth is introduced. Liquidity is the expected rate of order execution in shares per minute. Depth is the average density of the limit order book in shares per dollar. Illiquid markets tend to exhibit longer execution delays and indirectly high