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Alfred Lehar

1 paper hereh-index 182.5k citations39 works total

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  • first author1

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  • q-fin.TR1

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collaborators

1 paper

q-fin.TR2023

Fragmentation and optimal liquidity supply on decentralized exchanges

Alfred Lehar, Christine Parlour, Marius Zoican

We investigate how liquidity providers (LPs) choose between high- and low-fee trading venues, in the face of a fixed common gas cost. Analyzing Uniswap data, we find that high-fee…

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