2 papers
q-fin.MF2025
Discrete-time asset price bubbles with short sales prohibitions under model uncertainty
Wenqing Zhang
In this study, we investigate asset price bubbles in a discrete-time, discrete-state market under model uncertainty and short sales prohibitions. Building on a new fundamental theo…
cs.CE2024
Private Order Flows and Builder Bidding Dynamics: The Road to Monopoly in Ethereum's Block Building Market
Shuzheng Wang, Yue Huang, Wenqin Zhang +3
Ethereum, as a representative of Web3, adopts a novel framework called Proposer Builder Separation (PBS) to prevent the centralization of block profits in the hands of institutiona…