---
title: Funding Constraints, Crisis, & Price Discovery
url: https://www.ml-quant.com/papers/ssrn/4522243/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4522243
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4522243
featured: 2023-08-02
citations: unknown
topic: Trading, 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4522243
- Identifier: SSRN 4522243
- Released: 2023-03-27
- First featured: Quant Letter No. 10 (2023-08-02): https://www.ml-quant.com/issues/2023-08-02/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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