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