Results 201 to 210 of about 37,249 (382)
Closed-form solutions for generic N-token AMM arbitrage [PDF]
arXivConvex optimisation has provided a mechanism to determine arbitrage trades on automated market markets (AMMs) since almost their inception. Here we outline generic closed-form solutions for $N$-token geometric mean market maker pool arbitrage, that in simulation (with synthetic and historic data) provide better arbitrage opportunities than convex ...
arxiv
A Transactions Data Test of Stock Index Futures Market Efficiency and Index Arbitrage Profitability
, 1991 Y. Peter Chung
openalex +2 more sources
The Brady-Euro Yield Differential Debate: Why Arbitrage is Infeasible [PDF]
, 1996 Elaine Buckberg, Federico Kaune
openalex +1 more source
Economic Inquiry, EarlyView.Abstract This study replicates and extends Baker and Wurgler's (2006) analysis on investor sentiment's impact on stock returns. We confirm their findings by demonstrating the significant cross‐sectional effect of sentiment in both their original sample (1963–2002) and a new sample (2002–2023).
Kaiwen Leong +4 more
wiley +1 more source
BriDe Arbitrager: Enhancing Arbitrage in Ethereum 2.0 via Bribery-enabled Delayed Block Production [PDF]
arXivThe advent of Ethereum 2.0 has introduced significant changes, particularly the shift to Proof-of-Stake consensus. This change presents new opportunities and challenges for arbitrage. Amidst these changes, we introduce BriDe Arbitrager, a novel tool designed for Ethereum 2.0 that leverages Bribery-driven attacks to Delay block production and increase ...
arxiv
Beyond Arbitrage: "Good-Deal" Asset Price Bounds in Incomplete Markets
, 1996 John Cochrane, Jesús Saá-Requejo
openalex +1 more source