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q-fin.CP2025★ 1 cited
Price manipulation schemes of new crypto-tokens in decentralized exchanges
Manuel Naviglio, Francesco Tarantelli, Fabrizio Lillo
Blockchain technology has revolutionized financial markets by enabling decentralized exchanges (DEXs) that operate without intermediaries. Uniswap V2, a leading DEX, facilitates th…
q-fin.TR2025
Why is the estimation of metaorder impact with public market data so challenging?
Manuel Naviglio, Giacomo Bormetti, Francesco Campigli +2
Estimating market impact and transaction costs of large trades (metaorders) is a very important topic in finance. However, using models of price and trade based on public market da…