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20212024
most citedRisks and Returns of Uniswap V3 Liquidity Providers

75 citations · 125 across the 7 of their papers we have counts for

collaborators

7 papers

cs.CE2024★ 1 cited

Non-Atomic Arbitrage in Decentralized Finance

Lioba Heimbach, Vabuk Pahari, Eric Schertenleib

The prevalence of maximal extractable value (MEV) in the Ethereum ecosystem has led to a characterization of the latter as a dark forest. Studies of MEV have thus far largely been…

cs.GT2023★ 2 cited

The Potential of Self-Regulation for Front-Running Prevention on DEXes

Lioba Heimbach, Eric Schertenleib, Roger Wattenhofer

The transaction ordering dependency of the smart contracts building decentralized exchanges (DEXes) allow for predatory trading strategies. In particular, front-running attacks pre…

q-fin.GN2023

DeFi Lending During The Merge

Lioba Heimbach, Eric Schertenleib, Roger Wattenhofer

Lending protocols in decentralized finance enable the permissionless exchange of capital from lenders to borrowers without relying on a trusted third party for clearing or market-m…

cs.CR2023

Short Squeeze in DeFi Lending Market: Decentralization in Jeopardy?

Lioba Heimbach, Eric G. Schertenleib, Roger Wattenhofer

Anxiety levels in the Aave community spiked in November 2022 as Avi Eisenberg performed an attack on Aave. Eisenberg attempted to short the CRV token by using funds borrowed on the…

q-fin.PR2022★ 1 cited

Exploring Price Accuracy on Uniswap V3 in Times of Distress

Lioba Heimbach, Eric Schertenleib, Roger Wattenhofer

Financial markets have evolved over centuries, and exchanges have converged to rely on the order book mechanism for market making. Latency on the blockchain, however, has prevented…

q-fin.RM2022★ 75 cited

Risks and Returns of Uniswap V3 Liquidity Providers

Lioba Heimbach, Eric Schertenleib, Roger Wattenhofer

Trade execution on Decentralized Exchanges (DEXes) is automatic and does not require individual buy and sell orders to be matched. Instead, liquidity aggregated in pools from indiv…

cond-mat.supr-con2021★ 46 cited

Unusual - phase diagram of CeRhAs -- the role of staggered non-centrosymmetricity

Eric G. Schertenleib, Mark H. Fischer, Manfred Sigrist

Superconductivity in a crystalline lattice without inversion is subject to complex spin-orbit-coupling effects, which can lead to mixed-parity pairing and an unusual magnetic respo…