Key Roles of Crypto-Exchanges in Generating Arbitrage Opportunities
- Authors
- Audrius Kabašinskas, Kristina Šutienė
- Year
- 2021
- Venue
- Entropy (MDPI), 23(4)
- Category
- Foundations & Infrastructure
- Domains
- routingarbitrage/negative cycles
- Notes
- Cross-venue arbitrage ratio `AR_ij = (P_i−P_j)/P_j > cost`; ranks exchanges by role in generating/closing arbitrage