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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:

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

Showing 1-25 of 27 citing articles:

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 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
How do cryptocurrency features determine their dynamic volatility and co-movements with stocks?
Ismail Adelopo, Xiaojun Luo
Cogent Business & Management (2025) Vol. 12, Iss. 1
Open Access
Cryptocurrency hacking incidents and the price dynamics of Bitcoin spot and futures
Yu‐Lun Chen, Yung Ting Chang, J. Jimmy Yang
Finance research letters (2023) Vol. 55, pp. 103955-103955
Closed Access | Times Cited: 12
Bitcoin: jumps, convenience yields, and option prices
Jimmy E. Hilliard, Julie T.D. Ngo
Quantitative Finance (2022) Vol. 22, Iss. 11, pp. 2079-2091
Open Access | Times Cited: 13
Price discovery in Chinese PVC futures and spot markets: Impacts of COVID-19 and benchmark analysis
Wu Yunyan, J. He, Linfei Xiong
Heliyon (2024) Vol. 10, Iss. 2, pp. e24138-e24138
Open Access | Times Cited: 2
Do bitcoin shocks truly Cointegrate with financial and commodity markets?
Mustafa Özer, Michael Frömmel, Melik Kamışlı, et al.
International Review of Financial Analysis (2024) Vol. 95, pp. 103354-103354
Closed 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
What can we learn from the convenience yield of Bitcoin? Evidence from the COVID-19 crisis
Gideon Bruce Arkorful, Haiqiang Chen, Ming Gu, et al.
International Review of Economics & Finance (2023) Vol. 88, pp. 141-153
Closed Access | Times Cited: 4
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
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
Relations among Bitcoin Futures, Bitcoin Spot, Investor Attention, and Sentiment
Arun Narayanasamy, Humnath Panta, Rohit Agarwal
Journal of risk and financial management (2023) Vol. 16, Iss. 11, pp. 474-474
Open Access | Times Cited: 2
Option features and price discovery in convertible bonds
Liwei Jin, Xianghui Yuan, Peiran Li, et al.
Journal of Futures Markets (2022) Vol. 43, Iss. 3, pp. 384-403
Closed Access | Times Cited: 3
Price discovery and long‐memory property: Simulation and empirical evidence from the bitcoin market
Ke Xu, Yu‐Lun Chen, Bo Liu, et al.
Journal of Futures Markets (2024) Vol. 44, Iss. 4, pp. 605-618
Closed Access
Market Impact of the Bitcoin ETF Introduction on Bitcoin Futures
Yu‐Lun Chen, Ke Xu, J. Jimmy Yang
(2024)
Closed Access
Price Discovery in Bitcoin ETF Market
Kiana Kia, Victor Song, Ke Xu
(2024)
Closed Access
Implied parameter estimation for jump diffusion option pricing models: Pricing accuracy and the role of loss and evaluation functions
Jimmy E. Hilliard, Jitka Hilliard, Julie T.D. Ngo
Journal of commodity markets (2024) Vol. 35, pp. 100408-100408
Open Access
Revolutionizing finance with bitcoin and blockchain: a literature review and research agenda
Sirui Han, Haitian Lu, Hao Wu
China Accounting and Finance Review (2024) Vol. 26, Iss. 4, pp. 413-430
Open Access
Market impact of the bitcoin ETF introduction on bitcoin futures
Yu‐Lun Chen, Ke Xu, J. Jimmy Yang
International Review of Financial Analysis (2024), pp. 103810-103810
Closed Access
Market uncertainty, persistent arbitrage-free violation, and price discovery in RMB market
Ke Xu, Yu‐Lun Chen, J. Jimmy Yang
International Review of Financial Analysis (2023) Vol. 90, pp. 102896-102896
Closed Access | Times Cited: 1
Trade friction and price discovery in the USD–CAD spot and forward markets
Meng Yan, Jian Chen, Victor Song, et al.
The North American Journal of Economics and Finance (2021) Vol. 59, pp. 101628-101628
Closed Access | Times Cited: 3
Bitcoin futures risk premia
Shimeng Shi
Journal of Futures Markets (2022) Vol. 42, Iss. 12, pp. 2190-2217
Closed Access | Times Cited: 2
Suitable Price Discovery Measurement of Bitcoin Spot and Futures Markets
Kevin Robertson, Jiani Zhang
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 1
Time-varying price discovery in Bahar-e-Azadi Gold Coin spot and futures contracts
Elham Farzanegan
Investment Management and Financial Innovations (2022) Vol. 19, Iss. 3, pp. 153-166
Open Access | Times Cited: 1
Long memory linkages amongst Latin American stock markets. A fractional cointegration approach
José Carlos Vides
Spanish Journal of Finance and Accounting / Revista Española de Financiación y Contabilidad (2021) Vol. 51, Iss. 1, pp. 77-101
Closed Access | Times Cited: 1
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