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The Adoption of Blockchain-based Decentralized Exchanges
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Cited by:
- Chemaya, Nir & Liu, Dingyue, 2024. "The suitability of using Uniswap V2 model to analyze V3 data," Finance Research Letters, Elsevier, vol. 59(C).
- Jonathan Chiu & Charles M. Kahn & Thorsten V. Koeppl, 2022.
"Grasping decentralized finance through the lens of economic theory,"
Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(4), pages 1702-1728, November.
- Jonathan Chiu & Thorsten V. Koeppl & Charles M. Kahn, 2022. "Grasping De(centralized) Fi(nance) through the Lens of Economic Theory," Working Paper 1489, Economics Department, Queen's University.
- Jonathan Chiu & Charles M. Kahn & Thorsten Koeppl, 2022. "Grasping De(centralized) Fi(nance) Through the Lens of Economic Theory," Staff Working Papers 22-43, Bank of Canada.
- Roger Lee, 2023. "All AMMs are CFMMs. All DeFi markets have invariants. A DeFi market is arbitrage-free if and only if it has an increasing invariant," Papers 2310.09782, arXiv.org, revised Dec 2023.
- Andrea Canidio, 2023. "Auctions with Tokens: Monetary Policy as a Mechanism Design Choice," Papers 2301.13794, arXiv.org, revised Aug 2023.
- Brolley, Michael & Zoican, Marius, 2023. "On-demand fast trading on decentralized exchanges," Finance Research Letters, Elsevier, vol. 51(C).
- Andrea Canidio & Vincent Danos, 2024.
"Commitment Against Front-Running Attacks,"
Management Science, INFORMS, vol. 70(7), pages 4429-4440, July.
- Andrea Canidio & Vincent Danos, 2023. "Commitment Against Front-Running Attacks," Post-Print hal-04310293, HAL.
- Andrea Canidio & Vincent Danos, 2023. "Commitment Against Front Running Attacks," Papers 2301.13785, arXiv.org, revised Jul 2023.
- Neelesh Tiruviluamala & Alexander Port & Erik Lewis, 2022. "A General Framework for Impermanent Loss in Automated Market Makers," Papers 2203.11352, arXiv.org.
- Joseph Najnudel & Shen-Ning Tung & Kazutoshi Yamazaki & Ju-Yi Yen, 2024. "An arbitrage driven price dynamics of Automated Market Makers in the presence of fees," Papers 2401.01526, arXiv.org.
- Maxim Bichuch & Zachary Feinstein, 2022. "Axioms for Automated Market Makers: A Mathematical Framework in FinTech and Decentralized Finance," Papers 2210.01227, arXiv.org, revised Sep 2024.
- Annetta Ho & Cosmin Cazan & Andrew Schrumm, 2024. "The Ecology of Automated Market Makers," Discussion Papers 2024-12, Bank of Canada.
- Michael Sockin & Wei Xiong, 2021. "A Model of Cryptocurrencies," Working Papers 2021-67, Princeton University. Economics Department..
- Marcin Wk{a}torek & Marcin Kr'olczyk & Jaros{l}aw Kwapie'n & Tomasz Stanisz & Stanis{l}aw Dro.zd.z, 2024. "Approaching multifractal complexity in decentralized cryptocurrency trading," Papers 2411.05951, arXiv.org.
- Hamed Amini & Maxim Bichuch & Zachary Feinstein, 2023. "Decentralized Prediction Markets and Sports Books," Papers 2307.08768, arXiv.org, revised May 2024.
- Ariah Klages-Mundt & Steffen Schuldenzucker, 2022. "Designing Autonomous Markets for Stablecoin Monetary Policy," Papers 2212.12398, arXiv.org.
- Jason Milionis & Ciamac C. Moallemi & Tim Roughgarden, 2023. "Complexity-Approximation Trade-offs in Exchange Mechanisms: AMMs vs. LOBs," Papers 2302.11652, arXiv.org, revised Apr 2023.
- Austin Adams, 2024. "Layer 2 be or Layer not 2 be: Scaling on Uniswap v3," Papers 2403.09494, arXiv.org, revised Mar 2024.
- Andrea Barbon & Angelo Ranaldo, 2021.
"On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges,"
Papers
2112.07386, arXiv.org, revised Sep 2024.
- Andrea Barbon & Angelo Ranaldo, 2022. "On The Quality Of Cryptocurrency Markets: Centralized Versus Decentralized Exchanges," Swiss Finance Institute Research Paper Series 22-38, Swiss Finance Institute.
- Raphael Auer & Bernhard Haslhofer & Stefan Kitzler & Pietro Saggese & Friedhelm Victor, 2024.
"The technology of decentralized finance (DeFi),"
Digital Finance, Springer, vol. 6(1), pages 55-95, March.
- Raphael Auer & Bernhard Haslhofer & Stefan Kitzler & Pietro Saggese & Friedhelm Victor, 2023. "The Technology of Decentralized Finance (DeFi)," BIS Working Papers 1066, Bank for International Settlements.
- Auer, Raphael & Haslhofer, Bernhard & Kitzler, Stefan & Saggese, Pietro & Friedhelm, Victor, 2023. "The Technology of Decentralized Finance (DeFi)," CEPR Discussion Papers 18038, C.E.P.R. Discussion Papers.
- Cheuk Yin Lee & Shen-Ning Tung & Tai-Ho Wang, 2024. "Growth rate of liquidity provider's wealth in G3Ms," Papers 2403.18177, arXiv.org.
- Alfred Lehar & Christine Parlour & Marius Zoican, 2023. "Fragmentation and optimal liquidity supply on decentralized exchanges," Papers 2307.13772, arXiv.org, revised May 2024.
- Jun Deng & Hua Zong & Yun Wang, 2022. "Static Replication of Impermanent Loss for Concentrated Liquidity Provision in Decentralised Markets," Papers 2205.12043, arXiv.org, revised Mar 2023.
- Igor Makarov & Antoinette Schoar, 2022. "Cryptocurrencies and Decentralised Finance," BIS Working Papers 1061, Bank for International Settlements.
- Tobias Bitterli & Fabian Schar, 2023. "Decentralized Exchanges: The Profitability Frontier of Constant Product Market Makers," Papers 2302.05219, arXiv.org, revised Mar 2023.
- Jason Milionis & Ciamac C. Moallemi & Tim Roughgarden & Anthony Lee Zhang, 2022. "Automated Market Making and Loss-Versus-Rebalancing," Papers 2208.06046, arXiv.org, revised May 2024.
- Philippe Bergault & Louis Bertucci & David Bouba & Olivier Gu'eant, 2022. "Automated Market Makers: Mean-Variance Analysis of LPs Payoffs and Design of Pricing Functions," Papers 2212.00336, arXiv.org, revised Nov 2023.
- Andrea Canidio & Robin Fritsch, 2023. "Arbitrageurs' profits, LVR, and sandwich attacks: batch trading as an AMM design response," Papers 2307.02074, arXiv.org, revised Feb 2024.
- Nikolaus Hautsch & Christoph Scheu & Stefan Voigt, 2024.
"Building trust takes time: limits to arbitrage for blockchain-based assets,"
Review of Finance, European Finance Association, vol. 28(4), pages 1345-1381.
- Nikolaus Hautsch & Christoph Scheuch & Stefan Voigt, 2018. "Building Trust Takes Time: Limits to Arbitrage for Blockchain-Based Assets," Papers 1812.00595, arXiv.org, revised Oct 2023.
- Basile Caparros & Amit Chaudhary & Olga Klein, 2023. "Blockchain scaling and liquidity concentration on decentralized exchanges," Papers 2306.17742, arXiv.org, revised Mar 2024.
- Marcello Monga, 2024. "Automated Market Making and Decentralized Finance," Papers 2407.16885, arXiv.org.