Market microstructure
Liquidity Fragmentation and the Price Impact of ETF Flows: A Model of Cross-Venue Arbitrage in Cryptocurrency Markets
Boon Chuan Lim · 2026
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Lim, B. C. (2026). Liquidity Fragmentation and the Price Impact of ETF Flows: A Model of Cross-Venue Arbitrage in Cryptocurrency Markets. Working paper. https://doi.org/10.2139/ssrn.6567058
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Public bibliographic metadata checked on 11 October 2026.