1 citations · 1 across the 4 of their papers we have counts for
5 papers
Not All LPs Are Equal: The Active-Passive Gap in Automated Market Maker Liquidity Provision
Agathe Sadeghi, Dingyue Liu, Ciamac Moallemi +2
Liquidity provision in automated market makers is typically analyzed at the pool level, implicitly assuming LP homogeneity. This aggregate view can hide how liquidity provision out…
A Numerical Analysis of Sketched Linear Squares Problems and Stopping Criteria for Iterative Solvers
Zhongxiao Jia, Xinyuan Wan
Randomized subspace embedding methods have had a great impact on the solution of a linear least squares (LS) problem by reducing its row dimension, leading to a randomized or sketc…
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…
Quantifying the Value of Revert Protection
Brian Z. Zhu, Xin Wan, Ciamac C. Moallemi +2
Revert protection is a feature provided by some blockchain platforms that prevents users from incurring fees for failed transactions. We study the economic implications and benefit…
Quantifying Price Improvement in Order Flow Auctions
Brad Bachu, Xin Wan, Ciamac C. Moallemi
This work introduces a framework for evaluating onchain order flow auctions (OFAs), emphasizing the metric of price improvement. Utilizing a set of open-source tools, our methodolo…