@misc{liu2026crossvenue,
  author       = {Liu, Hang},
  title        = {{A Cross-Venue Data Dictionary for Perpetual Futures: Funding-Rate Mechanisms, Pre-Trade Rules, and Measurement Error Across 21 Exchanges}},
  year         = {2026},
  month        = nov,
  publisher    = {humarb Research},
  howpublished = {humarb Research 03, Methodological preprint},
  doi          = {10.5281/zenodo.23916662},
  url          = {https://doi.org/10.5281/zenodo.23916662},
  keywords     = {perpetual futures, funding rates, data dictionary, market microstructure, measurement error, crypto derivatives}
}

@misc{liu2026executable,
  author       = {Liu, Hang},
  title        = {{Measuring Executable Net Carry in Cross-Venue Perpetual Funding-Rate Arbitrage}},
  year         = {2026},
  publisher    = {humarb Research},
  doi          = {10.5281/zenodo.23868361},
  url          = {https://doi.org/10.5281/zenodo.23868361}
}

@misc{liu2026framing,
  author       = {Liu, Hang},
  title        = {{Framing Net Carry for Cross-Venue Perpetual Funding Positions: A Settled-History, Depth-Walked, and Liquidation-Aware Method}},
  year         = {2026},
  publisher    = {humarb Research},
  doi          = {10.5281/zenodo.23897013},
  url          = {https://doi.org/10.5281/zenodo.23897013}
}