Arbitrage Opportunities in Ethereum Markets

dc.contributor.advisor	Koekebakker, Steen
dc.contributor.author	Lavik, Patrick Klubben
dc.contributor.author	Kvilhaugsvik, Jørgen
dc.date.accessioned	2022-08-05T16:23:47Z
dc.date.available	2022-08-05T16:23:47Z
dc.date.issued	2022
dc.identifier	no.uia:inspera:110159342:22723763
dc.identifier.uri	https://hdl.handle.net/11250/3010444
dc.description.abstract	This paper is an examination of the exploitability of arbitrage opportunities in Ethereum markets. Using 1-minute candlestick data from 2021 on three cryptocurrency exchanges we find substantial and frequent price deviations. However, these deviations are of a much smaller magnitude compared to the findings in recent research. By using data on trading fees and volume, we find the arbitrage profits. We interpret our findings through strategies for exploitation and find that exploitable arbitrage opportunities do exist in Ethereum markets.
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dc.language
dc.publisher	University of Agder
dc.title	Arbitrage Opportunities in Ethereum Markets
dc.type	Master thesis