Impact of arbitrage between leveraged ETF and futures on market liquidity during market crash

Fuente: arXiv

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Bibliographic Details
Main Authors:	Hayase, Ryuki, Mizuta, Takanobu, Yagi, Isao
Format:	Preprint
Published:	2026
Subjects:	Computational Finance Multiagent Systems
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2603.05862