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OpenAlex Citation Counts

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OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Bitcoin spot and futures market microstructure
Saketh Aleti, Bruce Mizrach
Journal of Futures Markets (2020) Vol. 41, Iss. 2, pp. 194-225
Closed Access | Times Cited: 31

Showing 1-25 of 31 citing articles:

A systematic literature review of investor behavior in the cryptocurrency markets
J M de Almeida, Tiago Gonçalves
Journal of Behavioral and Experimental Finance (2023) Vol. 37, pp. 100785-100785
Open Access | Times Cited: 118
The Impact of Derivatives on Spot Markets: Evidence from the Introduction of Bitcoin Futures Contracts
Patrick Augustin, Alexey Rubtsov, Donghwa Shin
Management Science (2023) Vol. 69, Iss. 11, pp. 6752-6776
Open Access | Times Cited: 27
Price Discovery in Bitcoin Spot or Futures? The Jury Is Out
A Frino, Robert Gaudiosi, Robert I. Webb, et al.
Journal of Futures Markets (2025)
Closed Access
Bitcoin as a financial asset: a survey
Dong‐Ho Kang, Doojin Ryu, Robert I. Webb
Financial Innovation (2025) Vol. 11, Iss. 1
Open Access
Microstructure noise and idiosyncratic volatility anomalies in cryptocurrencies
Elie Bouri, Ladislav Krištoufek, Tanveer Ahmad, et al.
Annals of Operations Research (2022)
Closed Access | Times Cited: 25
Bitcoin price volatility transmission between spot and futures markets
George Apostolakis
International Review of Financial Analysis (2024) Vol. 94, pp. 103251-103251
Closed Access | Times Cited: 4
Fractional cointegration in bitcoin spot and futures markets
Jinghong Wu, Ke Xu, Xinwei Zheng, et al.
Journal of Futures Markets (2021) Vol. 41, Iss. 9, pp. 1478-1494
Closed Access | Times Cited: 27
Arbitrage, contract design, and market structure in Bitcoin futures markets
Riccardo De Blasis, Alexander Webb
Journal of Futures Markets (2022) Vol. 42, Iss. 3, pp. 492-524
Closed Access | Times Cited: 17
Periodicity in Cryptocurrency Volatility and Liquidity
Peter Reinhard Hansen, Chan Kim, Wade Kimbrough
Journal of Financial Econometrics (2022) Vol. 22, Iss. 1, pp. 224-251
Open Access | Times Cited: 16
ON THE EFFECTS OF INFORMATION ASYMMETRY IN DIGITAL CURRENCY TRADING
Kwansoo Kim, Robert J. Kauffman
Electronic Commerce Research and Applications (2024) Vol. 64, pp. 101366-101366
Open Access | Times Cited: 2
Approaching Multifractal Complexity in Decentralized Cryptocurrency Trading
Marcin Wątorek, Marcin Królczyk, Jarosław Kwapień, et al.
Fractal and Fractional (2024) Vol. 8, Iss. 11, pp. 652-652
Open Access | Times Cited: 2
The Economics of Liquid Staking Derivatives: Basis Determinants and Price Discovery
Stefan Scharnowski, Hossein Jahanshahloo
Journal of Futures Markets (2024)
Open Access | Times Cited: 2
Price discovery in bitcoin spot or futures during the Covid-19 pandemic? Evidence from the time-varying parameter vector autoregressive model with stochastic volatility
Azhar Mohamad, Sarveshwar Kumar Inani
Applied Economics Letters (2022) Vol. 30, Iss. 19, pp. 2749-2757
Closed Access | Times Cited: 11
Forecasting Bitcoin Futures: A Lasso-BMA Two-Step Predictor Selection for Investment and Hedging Strategies
Weige Huang, Xiang Gao
SAGE Open (2023) Vol. 13, Iss. 1
Open Access | Times Cited: 5
Investor Sentiment, Unexpected Inflation, and Bitcoin Basis Risk
Thomas Conlon, Shaen Corbet, Les Oxley
Journal of Futures Markets (2024) Vol. 44, Iss. 11, pp. 1807-1831
Open Access | Times Cited: 1
A bibliometric review of Market Microstructure literature: Current status, development, and future directions
Anand Krishnan V.K., Meera Davi Chalissery, S. B. Thomas
Finance research letters (2024), pp. 106086-106086
Closed Access | Times Cited: 1
Stablecoins: Survivorship, Transactions Costs and Exchange Microstructure
Bruce Mizrach
SSRN Electronic Journal (2021)
Open Access | Times Cited: 10
Informational inefficiency on bitcoin futures
Shimeng Shi, Jia Zhai, Yingying Wu
European Journal of Finance (2023) Vol. 30, Iss. 6, pp. 642-667
Closed Access | Times Cited: 3
Decomposing cryptocurrency high-frequency price dynamics into recurring and noisy components
Marcin Wątorek, Maria Skupień, Jarosław Kwapień, et al.
Chaos An Interdisciplinary Journal of Nonlinear Science (2023) Vol. 33, Iss. 8
Open Access | Times Cited: 3
Enhancing Crypto Success via Heatmap Visualization of Big Data Analytics for Numerous Variable Moving Average Strategies
Chien-Liang Chiù, Yensen Ni, Hung-Ching Hu, et al.
Applied Sciences (2023) Vol. 13, Iss. 23, pp. 12805-12805
Open Access | Times Cited: 3
Informativeness of CME Micro Bitcoin Futures in Pricing of Bitcoin: Intraday Evidence
Pratap Chandra Pati
Finance research letters (2022) Vol. 49, pp. 103084-103084
Closed Access | Times Cited: 5
Liquid Staking: Basis Determinants and Price Discovery
Stefan Scharnowski, Hossein Jahanshahloo
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 5
The Impact of Derivatives on Cash Markets: Evidence From the Introduction of Bitcoin Futures Contracts
Patrick Augustin, Alexey Rubtsov, Donghwa Shin
SSRN Electronic Journal (2020)
Open Access | Times Cited: 7
Fragmentation, Price Formation and Cross-Impact in Bitcoin Markets
Jakob Albers, Mihai Cucuringu, Sam Howison, et al.
Applied Mathematical Finance (2021) Vol. 28, Iss. 5, pp. 395-448
Open Access | Times Cited: 5
Bitcoin in German Equities Portfolios: Diversification Benefits and Hedging Abilities
Mario Straßberger
SSRN Electronic Journal (2024)
Closed Access
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