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20172026
most citedMeasuring Price Discovery between Nearby and Deferred Contracts in Storable and Non-Storable Commodity Futures Markets

1 citations · 1 across the 4 of their papers we have counts for

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q-fin.PR2026

Implied ETF Carry Rates and the Limits of Arbitrage in Segmented Bitcoin Markets

Mindy L. Mallory

This paper estimates the carry embedded in listed IBIT options and compares it with the carry embedded in matched CME bitcoin futures. Put-call parity recovers an implied forward o…