Research index
Questions worth measuring.
Original work on liquidity, price formation, information aggregation, and market design.
01
Market microstructure / Blockchain
The Microstructure of Onchain Liquidity
How Latency, Oracle Staleness, and Transaction Ordering Shape Market Quality
A research framework for examining how blockchain execution mechanics affect liquidity, adverse selection, price formation, and market quality.
02
Market microstructure / Prediction markets
Information, Liquidity, and Price Discovery in Prediction Markets
A study of how belief, inventory, and mechanism interact in event contracts
An ongoing research program on information aggregation and liquidity provision in prediction markets.
Papers marked Research in progress describe active work. We do not present provisional frameworks as established findings.