Please use this identifier to cite or link to this item: https://scholarbank.nus.edu.sg/handle/10635/248418
Title: Beyond Borders: Exploring Maximal Extractable Value (“MEV”) and Risks in Cross-Domain CEX-DEX Arbitrage
Authors: COLIN CHAN WEI HUA
Keywords: Finance
Issue Date: 4-Apr-2024
Citation: COLIN CHAN WEI HUA (2024-04-04). Beyond Borders: Exploring Maximal Extractable Value (“MEV”) and Risks in Cross-Domain CEX-DEX Arbitrage. ScholarBank@NUS Repository.
Abstract: Price dislocations exist between assets on decentralized exchanges (DEX) and centralized exchanges (CEX). This paper systematically explores the emerging CEX-DEX arbitrage opportunity and presents a long-time scale empirical characterization of the arbitrageurs' profiles, potential revenues, costs and toxic flows incurred by liquidity providers (LPs). Using a panel regression framework, I investigate the significance of factors that influence the profitability of the strategy and highlight the impacts of these arbitrages on the overall ecosystem. These results provide a preliminary evidence into this emerging opportunity, alongside policy recommendations to facilitate healthy arbitrage flows. Keywords: Ethereum, Arbitrage, Cross Domain, AMM
URI: https://scholarbank.nus.edu.sg/handle/10635/248418
Appears in Collections:Bachelor's Theses

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