Yuen C. Lo
Yuen Lo is in the final year of his PhD at the UCL Institute of Finance and Technology. He also works at nChain, a leader in enterprise blockchain. His current research includes blockchain, tokenomics, DeFi, and the use of technology to ensure data integrity and enable secure selective sharing. He has a MRes in Finance and Management from SOAS, and a BSc in Economics from the LSE. Prior to coming to UCL, he worked in investment management for a decade, during which he gained the CFA.
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The authors investigate the effectiveness of the Ether–Tether liquidity pool on the Uniswap V2 and note that cointegration between the price set by the liquidity pool and its price elsewhere is a necessary condition of effectiveness.