3 papers
q-fin.TR2026
Market Inefficiency in Cryptoasset Markets
Joel Hasbrouck, Julian Ma, Fahad Saleh +1
We demonstrate market inefficiency in cryptoasset markets. Our approach examines investments that share a dominant risk factor but differ in their exposure to a secondary risk. We…
physics.soc-ph2025
PoliFi Tokens and the Trump Effect
Ignacy Nieweglowski, Aviv Yaish, Fahad Saleh +1
Cryptoassets launched by political figures, e.g., political finance (PoliFi) tokens, have recently attracted attention. Chief among them are the eponymous tokens backed by the 47th…
cs.GT2024
MEV Capture and Decentralization in Execution Tickets
Jonah Burian, Davide Crapis, Fahad Saleh
We provide an economic model of Execution Tickets and use it to study the ability of the Ethereum protocol to capture MEV from block construction. We demonstrate that Execution Tic…