3 papers
cs.GT2026
CLVR Ordering of Transactions on AMMs
Robert McLaughlin, Nir Chemaya, Dingyue Liu +1
This paper introduces a trade ordering rule that aims to reduce intra-block price volatility in Automated Market Maker (AMM) powered decentralized exchanges. The ordering rule intr…
q-fin.TR2025
What Drives Liquidity on Decentralized Exchanges? Evidence from the Uniswap Protocol
Brian Z. Zhu, Dingyue Liu, Xin Wan +3
We study liquidity on decentralized exchanges (DEXs), identifying factors at the platform, blockchain, token pair, and liquidity pool levels with predictive power for market depth…
econ.GN2024
A Dataset of Uniswap daily transaction indices by network
Nir Chemaya, Lin William Cong, Emma Jorgensen +2
Decentralized Finance (DeFi) is reshaping traditional finance by enabling direct transactions without intermediaries, creating a rich source of open financial data. Layer 2 (L2) so…