2 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…
cs.CR2025
Commitment Attacks on Ethereum's Reward Mechanism
Roozbeh Sarenche, Ertem Nusret Tas, Barnabe Monnot +2
Validators in permissionless, large-scale blockchains, such as Ethereum, are typically payoff-maximizing, rational actors. Ethereum relies on in-protocol incentives, like rewards f…