{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,8,19]],"date-time":"2025-08-19T10:44:02Z","timestamp":1755600242001,"version":"3.41.0"},"publisher-location":"New York, NY, USA","reference-count":26,"publisher":"ACM","license":[{"start":{"date-parts":[[2022,11,7]],"date-time":"2022-11-07T00:00:00Z","timestamp":1667779200000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/www.acm.org\/publications\/policies\/copyright_policy#Background"}],"content-domain":{"domain":["dl.acm.org"],"crossmark-restriction":true},"short-container-title":[],"published-print":{"date-parts":[[2022,11,11]]},"DOI":"10.1145\/3560832.3563435","type":"proceedings-article","created":{"date-parts":[[2022,11,4]],"date-time":"2022-11-04T04:07:20Z","timestamp":1667534840000},"page":"47-53","update-policy":"https:\/\/doi.org\/10.1145\/crossmark-policy","source":"Crossref","is-referenced-by-count":6,"title":["Exploring Price Accuracy on Uniswap V3 in Times of Distress"],"prefix":"10.1145","author":[{"given":"Lioba","family":"Heimbach","sequence":"first","affiliation":[{"name":"ETH Z\u00fcrich, Zurich, Switzerland"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Eric","family":"Schertenleib","sequence":"additional","affiliation":[{"name":"ETH Z\u00fcrich, Zurich, Switzerland"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Roger","family":"Wattenhofer","sequence":"additional","affiliation":[{"name":"ETH Z\u00fcrich, Zurich, Switzerland"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"320","published-online":{"date-parts":[[2022,11,7]]},"reference":[{"key":"e_1_3_2_1_1_1","unstructured":"2022. Curve. https:\/\/curve.fi\/."},{"key":"e_1_3_2_1_2_1","unstructured":"2022. Erigon. https:\/\/github.com\/ledgerwatch\/erigon."},{"key":"e_1_3_2_1_3_1","unstructured":"2022. Historical Market Data. https:\/\/www.binance.com\/en\/landing\/data."},{"key":"e_1_3_2_1_4_1","unstructured":"2022. LUNA & UST Trading Suspended. https:\/\/www.binance.com\/en\/support\/ announcement\/f68451879a1841a6a0f44025735d9236."},{"key":"e_1_3_2_1_5_1","unstructured":"2022. Sushiswap. https:\/\/sushi.com\/."},{"key":"e_1_3_2_1_6_1","unstructured":"2022. Terrausd. https:\/\/coinmarketcap.com\/de\/currencies\/terrausd\/."},{"key":"e_1_3_2_1_7_1","unstructured":"2022. Top Cryptocurrency Spot Exchanges. https:\/\/coinmarketcap.com\/rankings\/ exchanges\/."},{"key":"e_1_3_2_1_8_1","unstructured":"2022. Understanding bid ask spreads. https:\/\/www.rbcgam.com\/en\/ca\/learnplan\/types-of-investments\/understanding-bid-ask-spreads\/detail."},{"key":"e_1_3_2_1_9_1","unstructured":"Hayden Adams Noah Zinsmeister and Dan Robinson. 2020. Uniswap v2 Core."},{"key":"e_1_3_2_1_10_1","unstructured":"Hayden Adams Noah Zinsmeister Moody Salem River Keefer and Dan Robinson. 2021. Uniswap v3 core."},{"key":"e_1_3_2_1_11_1","doi-asserted-by":"publisher","DOI":"10.1145\/3419614.3423251"},{"key":"e_1_3_2_1_12_1","doi-asserted-by":"crossref","unstructured":"Guillermo Angeris Hsien-Tang Kao Rei Chiang Charlie Noyes and Tarun Chitra. 2019. An analysis of Uniswap markets.","DOI":"10.21428\/58320208.c9738e64"},{"key":"e_1_3_2_1_13_1","unstructured":"Bentley. 2021. Manipulating Uniswap V3 TWAP Oracles."},{"key":"e_1_3_2_1_14_1","volume-title":"An Empirical Study of Market Inefficiencies in Uniswap and SushiSwap. In The 2nd Workshop on Decentralized Finance (DeFi), Grenada.","author":"Berg Jan Arvid","year":"2022","unstructured":"Jan Arvid Berg, Robin Fritsch, Lioba Heimbach, and Roger Wattenhofer. 2022. An Empirical Study of Market Inefficiencies in Uniswap and SushiSwap. In The 2nd Workshop on Decentralized Finance (DeFi), Grenada."},{"key":"e_1_3_2_1_15_1","first-page":"637","article-title":"The Pricing of Options and Corporate Liabilities","volume":"81","author":"Black Fischer","year":"1973","unstructured":"Fischer Black and Myron Scholes. 1973. The Pricing of Options and Corporate Liabilities. The Pricing of Options and Corporate Liabilities 81, 3 (1973), 637--654.","journal-title":"The Pricing of Options and Corporate Liabilities"},{"key":"e_1_3_2_1_16_1","unstructured":"Tarun Chitra Guillermo Angeris and Alex Evans. 2021. How Liveness Separates CFMMs and Order Books."},{"key":"e_1_3_2_1_17_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.frl.2021.102137"},{"key":"e_1_3_2_1_18_1","unstructured":"Michael Egorov. 2019. StableSwap-efficient mechanism for Stablecoin liquidity."},{"key":"e_1_3_2_1_19_1","doi-asserted-by":"publisher","DOI":"10.1145\/3464967.3488590"},{"key":"e_1_3_2_1_20_1","doi-asserted-by":"publisher","DOI":"10.1111\/jofi.12903"},{"key":"e_1_3_2_1_21_1","doi-asserted-by":"publisher","DOI":"10.1145\/3558535.3559772"},{"key":"e_1_3_2_1_22_1","first-page":"62","article-title":"Price, liquidity and information spillover within the cryptocurrency market. The case of bitfinex","volume":"73","author":"Kliber Agata","year":"2018","unstructured":"Agata Kliber. 2018. Price, liquidity and information spillover within the cryptocurrency market. The case of bitfinex. Safe Bank 73, 4 (2018), 62--79.","journal-title":"Safe Bank"},{"key":"e_1_3_2_1_23_1","unstructured":"Stefan Loesch Nate Hindman Mark B Richardson and Nicholas Welch. 2021. Impermanent Loss in Uniswap v3."},{"key":"e_1_3_2_1_24_1","unstructured":"Michael Neuder Rithvik Rao Daniel J Moroz and David C Parkes. 2021. Strategic Liquidity Provision in Uniswap v3."},{"key":"e_1_3_2_1_25_1","volume-title":"Evidence from Bitcoin and Beyond. Journal of Multinational Financial Management","author":"Tang Tao","year":"2022","unstructured":"Tao Tang and Yanchen Wang. 2022. Liquidity Shocks, Price Volatilities, and Riskmanaged Strategy: Evidence from Bitcoin and Beyond. Journal of Multinational Financial Management (2022), 100729."},{"key":"e_1_3_2_1_26_1","volume-title":"Ethereum: A secure decentralised generalised transaction ledger","author":"Wood Gavin","year":"2014","unstructured":"Gavin Wood. 2014. Ethereum: A secure decentralised generalised transaction ledger"}],"event":{"name":"CCS '22: 2022 ACM SIGSAC Conference on Computer and Communications Security","sponsor":["SIGSAC ACM Special Interest Group on Security, Audit, and Control"],"location":"Los Angeles CA USA","acronym":"CCS '22"},"container-title":["Proceedings of the 2022 ACM CCS Workshop on Decentralized Finance and Security"],"original-title":[],"link":[{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3560832.3563435","content-type":"unspecified","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/dl.acm.org\/doi\/pdf\/10.1145\/3560832.3563435","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2025,6,17]],"date-time":"2025-06-17T19:00:34Z","timestamp":1750186834000},"score":1,"resource":{"primary":{"URL":"https:\/\/dl.acm.org\/doi\/10.1145\/3560832.3563435"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2022,11,7]]},"references-count":26,"alternative-id":["10.1145\/3560832.3563435","10.1145\/3560832"],"URL":"https:\/\/doi.org\/10.1145\/3560832.3563435","relation":{},"subject":[],"published":{"date-parts":[[2022,11,7]]},"assertion":[{"value":"2022-11-07","order":3,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}