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June 14, 2026Annual Review of Financial Economics0 citations

Microstructure of Blockchain Cryptocurrency Markets

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ALAlfred LeharCPChristine A. Parlour

Key Points

  • This research aims to clarify the operation and structure of decentralized exchanges in the cryptocurrency market.
  • Analyzed mechanisms of decentralized exchanges and automated market makers.
  • Compared liquidity provision and price setting with traditional financial markets.
  • Provided a guide on interpreting blockchain data for academic use.
  • Decentralized exchanges utilize automated market makers to manage liquidity.
  • Prices in blockchain markets are determined through algorithmic mechanisms, differing from traditional markets.
  • Liquidity providers are compensated through transaction fees, creating a unique incentive structure.

Abstract

Blockchain-based trading venues, so-called decentralized exchanges, are at the heart of the decentralized finance revolution. Automated market makers, simple computer programs on the blockchain, administer liquidity and set the terms of trade. This article summarizes the key mechanisms behind these new markets, how they differ from traditional financial markets, how liquidity is provided, how prices are set, and how liquidity providers get compensated. We include a short guide on how to understand blockchain data and use these data for academic research.

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Cite This Study

Lehar et al. (2026) studied this question.

synapsesocial.com/papers/6a2e4608b1cc60ccdea8aed7https://doi.org/10.1146/annurev-financial-111524-124828
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Also Consider

Synapse has enriched 5 closely related papers on similar clinical questions. Consider them for comparative context:

  1. 1Trust Dynamics in Cryptocurrency Markets: Centralized vs. Decentralized Exchanges2026 · 1 citations
  2. 2The Application of Blockchain Technology in Quantitative Finance: Design of Decentralized Trading Systems2025
  3. 3Decentralized Cryptocurrency Exchange Using Blockchain2024
  4. 4Decentralized Stock Exchange using Blockchain Network2024
  5. 5Centralized exchanges vs. decentralized exchanges in cryptocurrency markets: A systematic literature review2024 · 43 citations