Pricing Efficiency and Arbitrage in the Bitcoin Spot and Futures Markets
Seungho Lee, Nabil El Meslmani, Lorne N. Switzer
Topics & Concepts
Futures contractArbitrageCryptocurrencySpot contractCointegrationEconomicsFinancial economicsSpot marketNormal backwardationLimits to arbitrageMonetary economicsEconometricsElectricityComputer scienceEngineeringComputer securityElectrical engineeringBlockchain Technology Applications and SecurityMarket Dynamics and VolatilityFinancial Markets and Investment Strategies