Research graph
References from Exploring risk and return profiles of funding rate arbitrage on CEX and DEX. Local targets link to admitted publications; unresolved targets remain external evidence.
Perpetual future contracts in centralized and decentralized exchanges: Mechanism and traders' behavior
10.1007/s12525-024-00715-1 · 2024 · External reference
Unresolved reference
2016 · External reference
Unresolved reference
2023 · External reference
Unresolved reference
2016 · External reference
Common risk factors in cryptocurrency
10.1111/jofi.13119 · 2022 · External reference
An empirical investigation on risk factors in cryptocurrency futures
10.1002/fut.22425 · 2023 · External reference
The arbitrage system on decentralized exchanges
2021 · External reference
The automated equity-split cryptocurrency arbitrage strategy
2022 · External reference
Trading and arbitrage in cryptocurrency markets
10.1016/j.jfineco.2019.07.001 · 2020 · External reference
From hodl to heist: analysis of cyber security threats to bitcoin exchanges
2020 · External reference
A primer on bitcoin risk and its diversification potential
2016 · External reference
Measuring asset values for cash settlement in derivative markets: hedonic repeated measures indices and perpetual futures
10.1111/j.1540-6261.1993.tb04024.x · 1993 · External reference
Price discovery in bitcoin: the impact of unregulated markets
10.1016/j.jfs.2020.100776 · 2020 · External reference
Unresolved reference
External reference
Does bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions
10.1016/j.frl.2017.02.009 · 2017 · External reference
The inefficiency of bitcoin
10.1016/j.econlet.2016.09.019 · 2016 · External reference
Unresolved reference
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Unresolved reference
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Statistical inference for Sharpe ratio
2010 · External reference
