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An Empirical Study of Market Inefficiencies in Uniswap and SushiSwap

Jan Arvid Berg, Robin Fritsch, Lioba Heimbach, Roger Wattenhofer. An Empirical Study of Market Inefficiencies in Uniswap and SushiSwap. In Shin'ichiro Matsuo, Lewis Gudgeon, Ariah Klages-Mundt, Daniel Perez Hernandez, Sam Werner, Thomas Haines, Aleksander Essex, Andrea Bracciali, Massimiliano Sala, editors, Financial Cryptography and Data Security. FC 2022 International Workshops - CoDecFin, DeFi, Voting, WTSC, Grenada, May 6, 2022, Revised Selected Papers. Volume 13412 of Lecture Notes in Computer Science, pages 238-249, Springer, 2022. [doi]

Authors

Jan Arvid Berg

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Robin Fritsch

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Lioba Heimbach

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Roger Wattenhofer

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