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Blockchain-based cryptocurrencies have demonstrated how to securely implement traditionally centralized systems, such as currencies, in a decentralized fashion. However, there have been few measurement studies on the level of…

Cryptography and Security · Computer Science 2018-03-30 Adem Efe Gencer , Soumya Basu , Ittay Eyal , Robbert van Renesse , Emin Gün Sirer

The Ethereum blockchain network is a decentralized platform enabling smart contract execution and transactions of Ether (ETH) [1], its designated cryptocurrency. Ethereum is the second most popular cryptocurrency with a market cap of more…

Social and Information Networks · Computer Science 2018-10-04 Morit Zwang , Shahar Somin , Alex 'Sandy' Pentland , Yaniv Altshuler

Stablecoins have become a foundational component of the digital asset ecosystem, with their market capitalization exceeding 230 billion USD as of May 2025. As fiat-referenced and programmable assets, stablecoins provide low-latency,…

General Economics · Economics 2025-08-07 Luyao Zhang

On September 15, 2022, the Ethereum network adopted a proof-of-stake (PoS) consensus mechanism. We study the impact on the network and competing platforms in a two month event window around the Beacon chain merge. We find that the…

Trading and Market Microstructure · Quantitative Finance 2023-03-01 Elie Kapengut , Bruce Mizrach

Persistent financial frictions - including price volatility, constrained credit access, and supply chain inefficiencies - have long hindered productivity and welfare in the global agricultural sector. This paper provides a theoretical and…

General Economics · Economics 2025-07-22 Xinyu Li

Participation in permissionless blockchains results in competition over system resources, which needs to be controlled with fees. Ethereum's current fee mechanism is implemented via a first-price auction that results in unpredictable fees…

Computer Science and Game Theory · Computer Science 2021-06-08 Stefanos Leonardos , Barnabé Monnot , Daniël Reijsbergen , Stratis Skoulakis , Georgios Piliouras

Centralized monetary policy, leading to persistent inflation, is often inconsistent, untrustworthy, and unpredictable. Algorithmic stablecoins enabled by blockchain technology are promising in solving this problem. Algorithmic stablecoins…

General Economics · Economics 2022-01-17 Luyao Zhang , Yulin Liu

Blockchains such as Bitcoin and Ethereum execute payment transactions securely, but their performance is limited by the need for global consensus. Payment networks overcome this limitation through off-chain transactions. Instead of writing…

Cryptography and Security · Computer Science 2019-10-29 Joshua Lind , Oded Naor , Ittay Eyal , Florian Kelbert , Peter Pietzuch , Emin Gun Sirer

Sharding enhances blockchain scalability by partitioning nodes into multiple groups for concurrent transaction processing. Configuring a large number of small shards usually helps improve transaction concurrency, but it also increases the…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-12-23 Mingzhe Li , You Lin , Jin Zhang

The non-fungible token (NFT) is an emergent type of cryptocurrency that has garnered extensive attention since its inception. The uniqueness, indivisibility and humanistic value of NFTs are the key characteristics that distinguish them from…

Computers and Society · Computer Science 2023-01-10 Yixiang Tan , Zhiying Wu , Jieli Liu , Jiajing Wu , Zibin Zheng , Ting Chen

Correlation networks were used to detect characteristics which, although fixed over time, have an important influence on the evolution of prices over time. Potentially important features were identified using the websites and whitepapers of…

Computational Finance · Quantitative Finance 2018-06-19 Andrew Burnie

In blockchain sharding, $n$ processing nodes are divided into $s$ shards, and each shard processes transactions in parallel. A key challenge in such a system is to ensure system stability for any ``tractable'' pattern of generated…

Distributed, Parallel, and Cluster Computing · Computer Science 2025-09-03 Ramesh Adhikari , Costas Busch , Dariusz R. Kowalski

In this study the cross-correlations between the cryptocurrency market represented by the two most liquid and highest-capitalized cryptocurrencies: bitcoin and ethereum, on the one side, and the instruments representing the traditional…

Statistical Finance · Quantitative Finance 2023-03-02 Marcin Wątorek , Jarosław Kwapień , Stanisław Drożdż

We analyze the market quality of centralized crypto exchanges (CEXs) and decentralized blockchain-based venues (DEXs) using a unique and comprehensive dataset. Focusing on two fundamental aspects, transaction costs and deviations from the…

Trading and Market Microstructure · Quantitative Finance 2024-09-16 Andrea Barbon , Angelo Ranaldo

Sharding is used to improve the scalability and performance of blockchain systems. We investigate the stability of blockchain sharding, where transactions are continuously generated by an adversarial model. The system consists of $n$…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-04-23 Ramesh Adhikari , Costas Busch , Dariusz R. Kowalski

Stablecoins have historically depegged due from par to large sales, possibly of speculative nature, or poor reserve asset quality. Using a global game which addresses both concerns, we show that the selling pressure on stablecoin holders…

Trading and Market Microstructure · Quantitative Finance 2026-03-09 Brian Zhu

Scalability is a common issue among the most used permissionless blockchains, and several approaches have been proposed to solve this issue. Tackling scalability while preserving the security and decentralization of the network is a…

Cryptography and Security · Computer Science 2023-11-10 Mikel Cortes-Goicoechea , Tarun Mohandas-Daryanani , Jose L. Muñoz-Tapia , Leonardo Bautista-Gomez

The set of distributed ledger architectures known as blockchain is best known for cryptocurrency applications such as Bitcoin and Ethereum. These permissionless block chains are showing the potential to be disruptive to the financial…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-01-31 Sara Rouhani , Luke Butterworth , Adam D. Simmons , Darryl G. Humphery , Ralph Deters

We review different classes of cryptocurrencies with emphasis on their economic properties. Pure-asset coins such as Bitcoin, Ethereum and Ripple are characterized by not being a liability of any economic agent and most resemble commodities…

General Economics · Economics 2021-09-22 Matheus R. Grasselli , Alexander Lipton

Two MEV builders now produce nearly 80\% of Ethereum blocks. Block builders have the ability to reorder transactions on the blockchain in a way that can be harmful to participants. We estimate they would pay in the aggregate nearly \$14…

Trading and Market Microstructure · Quantitative Finance 2026-05-20 Bruce Mizrach , Nathaniel Yoshida