SSRNTrading, Microstructure & Execution
Funding Constraints, Crisis, & Price Discovery
Financial crises and funding constraints affect the pricing dynamics between spot and futures markets, discouraging informed investors and impacting the likelihood of informed trading and large trading in futures markets.
Featured in No. 10 on 2 Aug 2023 ·
- Released
- 27 Mar 2023
- First featured
- No. 10 · 2 Aug 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4522243
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