no code implementations • 30 Nov 2023 • Agostino Capponi, Ruizhe Jia, Brian Zhu
We study Just-in-time (JIT) liquidity provision in blockchain-based decentralized exchanges.
no code implementations • 11 Feb 2022 • Agostino Capponi, Ruizhe Jia, Ye Wang
A 1% increase in the probability of being frontrun raises users' adoption rate of the dark venue by 0. 6%.
no code implementations • 16 Mar 2021 • Agostino Capponi, Ruizhe Jia
We investigate the market microstructure of Automated Market Makers (AMMs), the most prominent type of blockchain-based decentralized exchanges.
