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Papers

Trust Dynamics and Market Behavior in Cryptocurrency: A Comparative Study of Centralized and Decentralized Exchanges

2024-04-26 · Xintong Wu, Wanlin Deng, Yutong Quan, Luyao Zhang

In the rapidly evolving cryptocurrency landscape, trust is a critical yet underexplored factor shaping market behaviors and driving user preferences between centralized exchanges (CEXs) and decentralized exchanges (DEXs). Despite its importance, trust remains challenging to measure, limiting the study of its effects on market dynamics. The collapse of FTX, a major CEX, provides a unique natural experiment to examine the measurable impacts of trust and its sudden erosion on the cryptocurrency ecosystem. This pivotal event raised questions about the resilience of centralized trust systems and accelerated shifts toward decentralized alternatives. This research investigates the impacts of the FTX collapse on user trust, focusing on token valuation, trading flows, and sentiment dynamics. Employing causal inference methods, including Regression Discontinuity Design (RDD) and Difference-in-Differences (DID), we reveal significant declines in WETH prices and NetFlow from CEXs to DEXs, signaling a measurable transfer of trust. Additionally, natural language processing methods, including topic modeling and sentiment analysis, uncover the complexities of user responses, highlighting shifts from functional discussions to emotional fragmentation in Binance's community, while Uniswap's sentiment exhibits a gradual upward trend. Despite data limitations and external influences, the findings underscore the intricate interplay between trust, sentiment, and market behavior in the cryptocurrency ecosystem. By bridging blockchain analytics, behavioral finance, and decentralized finance (DeFi), this study contributes to interdisciplinary research, offering a deeper understanding of distributed trust mechanisms and providing critical insights for future investigations into the socio-technical dimensions of trust in digital economies.

📄 PDF Abstract BibTeX arXiv:2404.17227

Code (1)

SciEcon/IncidentsAnalysis2023 공식 구현

Tasks

Causal InferenceDistributed ComputingSentiment Analysis

Methods 이 논문이 사용한 방법론

Causal inference Causal inference is the process of drawing a conclusion about a causal connection based on the conditions of the occurrence of an effect. The main difference between causal…
Fragmentation Given a pattern $P,$ that is more complicated than the patterns, we fragment $P$ into simpler patterns such that their exact count is known. In the subgraph GNN proposed earlier,…
ALIGN In the ALIGN method, visual and language representations are jointly trained from noisy image alt-text data. The image and text encoders are learned via contrastive loss…

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