Arbitrageurs' profits, LVR, and sandwich attacks: batch trading as an AMM design response
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Cited by:
- Andrew W. Macpherson, 2024. "Do backrun auctions protect traders?," Papers 2401.08302, arXiv.org.
- Thibaut Mastrolia & Tianrui Xu, 2024. "Clearing time randomization and transaction fees for auction market design," Papers 2405.09764, arXiv.org, revised Oct 2024.
- Robin Fritsch & Andrea Canidio, 2024. "Measuring Arbitrage Losses and Profitability of AMM Liquidity," Papers 2404.05803, arXiv.org, revised Apr 2024.
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This paper has been announced in the following NEP Reports:- NEP-MST-2023-08-21 (Market Microstructure)
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