2 citations · 3 across the 6 of their papers we have counts for
7 papers
Executable Arbitrage and Market Efficiency in Prediction Markets
Jonas Gebele, Timm Mutzel, Florian Matthes
Deterministic payoff identities imply no-arbitrage bounds in winner-takes-all prediction markets, but violations of these bounds need not be exploitable before settlement. We disti…
When Certainty Is Not Worth It: Capital Lock-Up and Settlement Discounting in Prediction Markets
Jonas Gebele, Florian Matthes
Collateralized prediction markets are contingent-claim markets in which economic uncertainty can disappear before winning claims become redeemable. This paper studies the pricing e…
Semantic Non-Fungibility and Violations of the Law of One Price in Prediction Markets
Jonas Gebele, Florian Matthes
Prediction markets are designed to aggregate dispersed information about future events, yet today's ecosystem is fragmented across heterogeneous operator-run platforms and blockcha…
Cross-Chain Sealed-Bid Auctions Using Confidential Compute Blockchains
Jonas Gebele, Timm Mutzel, Burak Oez +1
Sealed-bid auctions ensure fair competition and efficient allocation but are often deployed on centralized infrastructure, enabling opaque manipulation. Public blockchains eliminat…
Cross-Chain Arbitrage: The Next Frontier of MEV in Decentralized Finance
Burak Öz, Christof Ferreira Torres, Christoph Schlegel +4
Decentralized finance (DeFi) markets spread across Layer-1 (L1) and Layer-2 (L2) blockchains rely on arbitrage to keep prices aligned. Today most price gaps are closed against cent…
Who Wins Ethereum Block Building Auctions and Why?
Burak Öz, Danning Sui, Thomas Thiery +1
The MEV-Boost block auction contributes approximately 90% of all Ethereum blocks. Between October 2023 and March 2024, only three builders produced 80% of them, highlighting the co…
Playing the MEV Game on a First-Come-First-Served Blockchain
Burak Öz, Jonas Gebele, Parshant Singh +2
Maximal Extractable Value (MEV) searching has gained prominence on the Ethereum blockchain since the surge in Decentralized Finance activities. In Ethereum, MEV extraction primaril…