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Yuen et al., 2022 - Google Patents

Do DEXs work? Using Uniswap V2 to explore the effectiveness of decentralized exchanges

Yuen et al., 2022

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Document ID
1455667980375146422
Author
Yuen L
Medda F
Publication year
Publication venue
Journal of Financial Market Infrastructures

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This paper investigates the function of a blockchain-based decentralized exchange, specifically the effectiveness of the Ether–Tether liquidity pool on the Uniswap V2. We note that cointegration between the price set by the liquidity pool and its price elsewhere is a …
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