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Research Frontiers in Cryptocurrency Volatility and Market Microstructure

Investigates the sources of extreme price fluctuations in digital currencies and their relationship to trading technology and information asymmetries.

Flash Crashes in Decentralized Exchange Protocols

Microstructure Asymmetries Between Spot and Derivatives Markets

Liquidity Fragmentation Across Blockchain Networks

Information Cascades in Tokenized Asset Discovery

Latency Arbitrage in High-Frequency Crypto Trading

Volatility Clustering in Automated Market Maker Design

Order Flow Toxicity in Cryptocurrency Market Microstructure

Cross-Chain Price Discovery and Equilibrium Dynamics

Bid-Ask Spreads Under Blockchain Congestion Regimes

Stablecoin Depegging as Systemic Market Fragility

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