SSRNTrading, Microstructure & Execution
Automated Market Making Small Stocks
The authors suggest a modified version of the Constant Product Market Maker (CPMM) to improve liquidity and maintain competitive transaction costs in trading of SME stocks.
Featured in No. 87 on 5 Mar 2025 · 12 days after release
- Released
- 21 Feb 2025
- First featured
- No. 87 · 5 Mar 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 57
- Identifier
- SSRN 5147234
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