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Author

Karishma Anklesaria-Dalal

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Open access Aug 2026

Extreme Perpetual Futures Funding and Subsequent Bitcoin Returns: Intraday Evidence from Binance

Perpetual futures funding rates are central to cryptocurrency derivatives markets because they help anchor perpetual-contract prices to spot prices while simultaneously reflecting the state of the derivatives market. This study examines whether historically extreme Bitcoin perpetual-futures funding rates contain inform...

Hamza Memon, Karishma Anklesaria-Dalal, Rupam Mishra · 0 citations

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