SSRNTrading, Microstructure & Execution
Arbitrage in Perpetual Contracts
The study finds that price differences in cryptocurrency markets are influenced not only by transaction fees but also by the funding swap mechanism's clamping function.
Featured in No. 98 on 21 May 2025 · on release day
- Released
- 21 May 2025
- First featured
- No. 98 · 21 May 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 5262857
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