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q-fin.TR2026
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…
q-fin.TR2024★ 1 cited
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…
q-fin.TR2024
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…