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q-fin.TR2026
Open vs. Sealed: Auction Format Choice for Maximal Extractable Value
Aleksei Adadurov, Sergey Barseghyan, Anton Chtepine +3
We study optimal auction design for Maximum Extractable Value (MEV) auction markets on Ethereum. Using a dataset of 2.2 million transactions across three major orderflow providers,…
q-fin.TR2026
Second Thoughts: How 1-second subslots transform CEX-DEX Arbitrage on Ethereum
Aleksei Adadurov, Sergey Barseghyan, Anton Chtepine +3
This paper examines the impact of reducing Ethereum slot time on decentralized exchange activity, with a focus on CEX-DEX arbitrage behavior. We develop a trading model where the a…