Lecture 6: The Grossman-Miller Market Maker: A Pragmatic Treatise on Liquidity Provision
Lecture 5: Solving the Glosten-Milgrom Market Making Model
Lecture 4: The Glosten–Milgrom Market Maker
Lecture 3: The Anatomy of Price Discovery
Lecture 2: Liquidity Measures
Lecture 1: Spread