Leverage scales market-price manipulation linearly while shifting outcome-manipulation thresholds and multiplying informed-trading rents in three distinct ways, calling for re-allocated regulatory attack surfaces rather than net reduction.
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The paper organizes seven canonical variants of event-linked perpetual futures along four design axes, supplying payoff definitions, inheritance rules from prior work, and variant-specific constraints.
citing papers explorer
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Manipulation, Insider Information, and Regulation in Leveraged Event-Linked Markets
Leverage scales market-price manipulation linearly while shifting outcome-manipulation thresholds and multiplying informed-trading rents in three distinct ways, calling for re-allocated regulatory attack surfaces rather than net reduction.
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A Taxonomy of Event-Linked Perpetual Futures: Variant Designs Beyond the Single-Market Binary Case
The paper organizes seven canonical variants of event-linked perpetual futures along four design axes, supplying payoff definitions, inheritance rules from prior work, and variant-specific constraints.