PhD Lite

Cryptocurrency Market Efficiency and Triangular Arbitrage


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This research paper examines the efficiency of cryptocurrency markets by analyzing the presence and exploitability of triangular arbitrage opportunities on the Binance exchange, using high-frequency data for Bitcoin, Litecoin, and the U.S. dollar. 

Paper: https://www.sciencedirect.com/science/article/pii/S154461232401537X

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