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Included updated time to LOB and perp.

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Chen Yang
2025-09-11 09:27:49 +08:00
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<li>Arbitrage in Perpetual Contracts (with <a class="authorlink" href="https://sites.google.com/view/mindai/home"
target="_blank">Min Dai</a> and <a class="authorlink" href="https://sg.linkedin.com/in/linfeng-li-263843184" target="_blank">Linfeng Li</a>).<br>
<b>submitted</b>. Updated: August 2025. <span class="links">[<a class="paperlink" href="" onclick="toggleAbstract('abs_arbPerp');return false">Abstract</a>|<a class="paperlink"
<b>submitted</b>. Updated: September 2025. <span class="links">[<a class="paperlink" href="" onclick="toggleAbstract('abs_arbPerp');return false">Abstract</a>|<a class="paperlink"
href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5262988" target="_blank">SSRN</a>]</span><br>
<div class="fade-in" style="display:none" id="abs_arbPerp">
<hr>
@@ -277,7 +277,7 @@
<li>Patience is a Virtue: Optimal Investment in the Presence of Market Resilience (with <a class="authorlink"
href="https://www1.se.cuhk.edu.hk/~nchenweb/index.htm" target="_blank">Nan Chen</a>, <a class="authorlink"
href="https://sites.google.com/view/mindai/home" target="_blank">Min Dai</a>, and Qiheng Ding).<br>
<b>submitted</b>. <span class="links">[<a class="paperlink" href="" onclick="toggleAbstract('abs_LOB');return false">Abstract</a>|<a class="paperlink"
<b>submitted</b>. Updated: July 2025. <span class="links">[<a class="paperlink" href="" onclick="toggleAbstract('abs_LOB');return false">Abstract</a>|<a class="paperlink"
href="https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4671774" target="_blank">SSRN</a>]</span><br>
<div class="fade-in" style="display:none" id="abs_LOB">
<hr>