1. A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag. (2024). Kao, Yu-Sheng ; Day, Min-Yuh ; Chou, Ke-Hsin.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000846.

   Full description at Econpapers || Download paper

2. A bibliographic overview of financial engineering in the emerging financial market. (2023). Biswal, Saroj Kanta ; Jena, Jyoti Ranjan ; Shrivastava, Avinash K ; Panigrahi, Rashmi Ranjan.
   In: International Journal of System Assurance Engineering and Management.
   RePEc:spr:ijsaem:v:14:y:2023:i:6:d:10.1007_s13198-023-02123-8.

   Full description at Econpapers || Download paper

3. Forecasting Bitcoin Futures: A Lasso-BMA Two-Step Predictor Selection for Investment and Hedging Strategies. (2023). Gao, Xiang ; Huang, Weige.
   In: SAGE Open.
   RePEc:sae:sagope:v:13:y:2023:i:1:p:21582440231151652.

   Full description at Econpapers || Download paper

4. Futures trading activity and the jump risk of spot market: Evidence from the bitcoin market. (2023). Liao, Xiaosai ; Ma, Huan ; Zhang, Chuanhai.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:78:y:2023:i:c:s0927538x23000161.

   Full description at Econpapers || Download paper

5. Did cryptomarket chaos unleash Silvergates bankruptcy? investigating the high-frequency volatility and connectedness behind the collapse. (2023). Esparcia, Carlos ; Jareo, Francisco ; Escribano, Ana.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001191.

   Full description at Econpapers || Download paper

6. The impacts of futures trading on volatility and volatility asymmetry of Bitcoin returns. (2023). Peng, Zhe ; Ma, Huan ; Arkorful, Gideon Bruce ; Zhang, Chuanhai.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000133.

   Full description at Econpapers || Download paper

7. Using crypto assets pricing methods to build technical oscillators for short-term bitcoin trading. (2022). Fantazzini, Dean ; Yang, Zixiu.
   In: MPRA Paper.
   RePEc:pra:mprapa:115508.

   Full description at Econpapers || Download paper

8. Crypto Coins and Credit Risk: Modelling and Forecasting their Probability of Death. (2022). Fantazzini, Dean.
   In: MPRA Paper.
   RePEc:pra:mprapa:113744.

   Full description at Econpapers || Download paper

9. Crypto-Coins and Credit Risk: Modelling and Forecasting Their Probability of Death. (2022). Fantazzini, Dean.
   In: JRFM.
   RePEc:gam:jjrfmx:v:15:y:2022:i:7:p:304-:d:860084.

   Full description at Econpapers || Download paper

10. The price and cost of bitcoin. (2022). Gordon, Steven R ; Marthinsen, John E.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:85:y:2022:i:c:p:280-288.

    Full description at Econpapers || Download paper

11. Does Bitcoin futures trading reduce the normal and jump volatility in the spot market? Evidence from GARCH-jump models. (2022). Peng, Zhe ; Chen, Haicui ; Zhang, Chuanhai.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000903.

    Full description at Econpapers || Download paper

12. Information transmission between bitcoin derivatives and spot markets: high-frequency causality analysis with Fourier approximation. (2021). Cagli, Efe ; Mandaci, Pinar Evrim.
    In: Economics and Business Letters.
    RePEc:ove:journl:aid:16436.

    Full description at Econpapers || Download paper

13. Does the hashrate affect the bitcoin price?. (2020). Fantazzini, Dean ; Kolodin, Nikita.
    In: MPRA Paper.
    RePEc:pra:mprapa:103812.

    Full description at Econpapers || Download paper

14. Does the Hashrate Affect the Bitcoin Price?. (2020). Fantazzini, Dean ; Kolodin, Nikita.
    In: JRFM.
    RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:263-:d:437598.

    Full description at Econpapers || Download paper

1. Alexander, C. ; Choi, J. ; Park, H. ; Sohn, S. BitMEX bitcoin derivatives: Price discovery, informational efficiency, and hedging effectiveness. 2020 Journal of Futures Markets. 40 23-43

2. Baur, D.G. ; Dimpfl, T. Price discovery in Bitcoin spot or futures?. 2019 Journal of Futures Markets. 39 803-817

3. Corbet, S. ; Lucey, B. ; Peat, M. ; Vigne, S. Bitcoin futures—What use are they?. 2018 Economics Letters. 172 23-27

4. Fassas, A. ; Papadamou, S. ; Koulis, K. Price discovery in Bitcoin futures. 2020 Research in International Business and Finance. 52 1011160-

5. Fostel, A. ; Geanakoplos, J. Tranching, CDS, and asset prices: How financial innovation can cause bubbles and crashes. 2012 American Economic Journal: Macroeconomics. 4 190-225

6. Hale, G. ; Krishnamurthy, A. ; Kudlyak, M. ; Shultz, P. How futures trading changed Bitcoin prices. 2018 FRBSF Economic Letter: Federal Reserve Bank of San Francisco

7. Hattori, T. ; Ishida, R. The relationship between arbitrage in futures and spot markets and Bitcoin price movements: Evidence from the Bitcoin markets. 2020 Journal of Futures Markets. -
   Paper not yet in RePEc: Add citation now
   
8. Jalan, A., Matkovskyy, R., Urquhart, A., 2019. What if Bitcoin futures had never been introduced? Working Paper.
   Paper not yet in RePEc: Add citation now
   

9. Kapar, B. ; Olmo, J. An analysis of price discovery between Bitcoin futures and spot markets. 2019 Economics Letters. 174 62-64

10. Karkkainen, T., 2018. Price discovery in the Bitcoin futures and cash markets. SSRN Working Paper 3243969.
    Paper not yet in RePEc: Add citation now
    

11. Kim, W. ; Lee, J. ; Kang, K. The effects of the introduction of Bitcoin futures on the volatility of Bitcoin returns. 2020 Finance Research Letters. 33 -

12. Köchling, G. ; Müller, J. ; Posch, P.N. Does the introduction of futures improve the efficiency of Bitcoin?. 2019 Finance Research Letters. 30 367-370

13. Koutmos, D. Bitcoin returns and transaction activity. 2018 Economics Letters. 167 81-85

14. Liu, R. ; Wan, S. ; Zili, Z. ; Xuejun, Z. Is the introduction of futures responsible for the crash of Bitcoin?. 2020 Finance Research Letters. 34 -

15. Newey, W. ; West, K. A simple, positive semi-definite, heteroskedasticity and autocorrelation consistent covariance matrix. 1987 Econometrica. 55 703-708

16. Pesaran, H. ; Shin, Y. Generalized impulse response analysis in linear multivariate models. 1998 Economics Letters. 58 17-29

17. Shen, D. ; Urquhart, A. ; Wanga, P. Does twitter predict Bitcoin?. 2019 Economics Letters. 174 118-122

18. Urquhart, A. What causes the attention of Bitcoin?. 2018 Economics Letters. 166 40-44

1. The Economics of Liquid Staking Derivatives: Basis Determinants and Price Discovery. (2025). Jahanshahloo, Hossein ; Scharnowski, Stefan.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:45:y:2025:i:2:p:91-117.

   Full description at Econpapers || Download paper

2. The impact of futures trade on the informational efficiency of the U.S. REIT market. (2025). Sohn, Sungbin ; Jeong, Minhyuk ; Jang, Hanwool ; Ahn, Kwangwon.
   In: Financial Innovation.
   RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00715-2.

   Full description at Econpapers || Download paper

3. Agent-Based Simulation of a Perpetual Futures Market. (2025). Rao, Ramshreyas.
   In: Papers.
   RePEc:arx:papers:2501.09404.

   Full description at Econpapers || Download paper

4. Informational inefficiency on bitcoin futures. (2024). Wu, Yingying ; Shi, Shimeng ; Zhai, Jia.
   In: The European Journal of Finance.
   RePEc:taf:eurjfi:v:30:y:2024:i:6:p:642-667.

   Full description at Econpapers || Download paper

5. Perpetual future contracts in centralized and decentralized exchanges: Mechanism and traders’ behavior. (2024). Nie, Zixin ; Ma, Mengzhong ; Chen, Erdong.
   In: Electronic Markets.
   RePEc:spr:elmark:v:34:y:2024:i:1:d:10.1007_s12525-024-00715-1.

   Full description at Econpapers || Download paper

6. Put–call parity in a crypto option market — Evidence from Binance. (2024). Felfoldi-Szcs, Nora ; Varadi, Kata ; Kralik, Balazs.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323012461.

   Full description at Econpapers || Download paper

7. Bitcoin price volatility transmission between spot and futures markets. (2024). Apostolakis, George N.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001832.

   Full description at Econpapers || Download paper

8. Exploring the Impact: How Decentralized Exchange Designs Shape Traders Behavior on Perpetual Future Contracts. (2024). Nie, Zixin ; Ma, Mengzhong ; Chen, Erdong.
   In: Papers.
   RePEc:arx:papers:2402.03953.

   Full description at Econpapers || Download paper

9. Fundamentals of Perpetual Futures. (2024). von Wachter, Victor ; He, Songrun ; Ross, Omri ; Manela, Asaf.
   In: Papers.
   RePEc:arx:papers:2212.06888.

   Full description at Econpapers || Download paper

10. Price discovery in bitcoin spot or futures during the Covid-19 pandemic? Evidence from the time-varying parameter vector autoregressive model with stochastic volatility. (2023). Inani, Sarveshwar Kumar ; Mohamad, Azhar.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:30:y:2023:i:19:p:2749-2757.

    Full description at Econpapers || Download paper

11. Forecasting mid-price movement of Bitcoin futures using machine learning. (2023). Uddin, Gazi ; Corbet, Shaen ; Cepni, Oguzhan ; Akyildirim, Erdinc.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:330:y:2023:i:1:d:10.1007_s10479-021-04205-x.

    Full description at Econpapers || Download paper

12. Jump-Robust Realized-GARCH-MIDAS-X Estimators for Bitcoin and Ethereum Volatility Indices. (2023). Sanhaji, Bilel ; Chevallier, Julien.
    In: Stats.
    RePEc:gam:jstats:v:6:y:2023:i:4:p:82-1370:d:1298480.

    Full description at Econpapers || Download paper

13. Relations among Bitcoin Futures, Bitcoin Spot, Investor Attention, and Sentiment. (2023). Agarwal, Rohit ; Panta, Humnath ; Narayanasamy, Arun.
    In: JRFM.
    RePEc:gam:jjrfmx:v:16:y:2023:i:11:p:474-:d:1273906.

    Full description at Econpapers || Download paper

14. Tracking ‘Pure’ Systematic Risk with Realized Betas for Bitcoin and Ethereum. (2023). Sanhaji, Bilel ; Chevallier, Julien.
    In: Econometrics.
    RePEc:gam:jecnmx:v:11:y:2023:i:3:p:19-:d:1214066.

    Full description at Econpapers || Download paper

15. Cryptocurrency puzzles: a comprehensive review and re-introduction. (2023). Xue, Rui ; Cai, Cynthia Weiyi ; Zhou, BI.
    In: Journal of Accounting Literature.
    RePEc:eme:jalpps:jal-02-2023-0023.

    Full description at Econpapers || Download paper

16. Net buying pressure and the information in bitcoin option trades. (2023). Alexander, Carol ; Deng, Jun ; Feng, Jianfen ; Wan, Huning.
    In: Journal of Financial Markets.
    RePEc:eee:finmar:v:63:y:2023:i:c:s1386418122000544.

    Full description at Econpapers || Download paper

17. Bitcoin volatility and the introduction of bitcoin futures: A portfolio construction approach. (2023). Harasheh, Murad ; Bouteska, Ahmed.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:57:y:2023:i:c:s154461232300572x.

    Full description at Econpapers || Download paper

18. The profitability of seasonal trading timing: Insights from energy-related markets. (2023). Ni, Yensen ; Day, Min-Yuh.
    In: Energy Economics.
    RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006308.

    Full description at Econpapers || Download paper

19. Hedging with automatic liquidation and leverage selection on bitcoin futures. (2023). Alexander, Carol ; Deng, Jun ; Zou, Bin.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:306:y:2023:i:1:p:478-493.

    Full description at Econpapers || Download paper

20. Price discovery between Bitcoin spot markets and exchange traded products. (2023). Franus, Tatiana ; Gemayel, Roland ; Bowden, James.
    In: Economics Letters.
    RePEc:eee:ecolet:v:228:y:2023:i:c:s0165176523001775.

    Full description at Econpapers || Download paper

21. Trading behavior in bitcoin futures: Following the “smart money”. (2022). Smales, Lee ; Baur, Dirk G.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:42:y:2022:i:7:p:1304-1323.

    Full description at Econpapers || Download paper

22. Arbitrage, contract design, and market structure in Bitcoin futures markets. (2022). de Blasis, Riccardo ; Webb, Alexander.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:42:y:2022:i:3:p:492-524.

    Full description at Econpapers || Download paper

23. Bitcoin futures risk premia. (2022). Shi, Shimeng.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:42:y:2022:i:12:p:2190-2217.

    Full description at Econpapers || Download paper

24. Informativeness of CME Micro Bitcoin Futures in Pricing of Bitcoin: Intraday Evidence. (2022). Pati, Pratap Chandra.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003117.

    Full description at Econpapers || Download paper

25. Risk management of Bitcoin futures with GARCH models. (2022). Guo, Zi-Yi.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002671.

    Full description at Econpapers || Download paper

26. A primer on perpetuals. (2022). Chitra, Tarun ; Lorig, Matthew ; Angeris, Guillermo ; Evans, Alex.
    In: Papers.
    RePEc:arx:papers:2209.03307.

    Full description at Econpapers || Download paper

27. Net Buying Pressure and the Information in Bitcoin Option Trades. (2022). Alexander, Carol ; Deng, Jun ; Feng, Jianfen ; Wan, Huning.
    In: Papers.
    RePEc:arx:papers:2109.02776.

    Full description at Econpapers || Download paper

28. Fractional cointegration in bitcoin spot and futures markets. (2021). Xu, Ke ; Zheng, Xinwei ; Wu, Jinghong ; Chen, Jian.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:41:y:2021:i:9:p:1478-1494.

    Full description at Econpapers || Download paper

29. Impact of bitcoin futures on the informational efficiency of bitcoin spot market. (2021). Shynkevich, Andrei.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:41:y:2021:i:1:p:115-134.

    Full description at Econpapers || Download paper

30. The relationship between arbitrage in futures and spot markets and Bitcoin price movements: Evidence from the Bitcoin markets. (2021). Ishida, Ryo ; Hattori, Takahiro.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:41:y:2021:i:1:p:105-114.

    Full description at Econpapers || Download paper

31. Bitcoin in the economics and finance literature: a survey. (2021). Rohilla, Purnima ; Kayal, Parthajit.
    In: SN Business & Economics.
    RePEc:spr:snbeco:v:1:y:2021:i:7:d:10.1007_s43546-021-00090-5.

    Full description at Econpapers || Download paper

32. Optimal Bitcoin trading with inverse futures. (2021). Zhang, Shuyu ; Deng, Jun ; Pan, Huifeng ; Zou, Bin.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:304:y:2021:i:1:d:10.1007_s10479-021-04125-w.

    Full description at Econpapers || Download paper

33. Information transmission between bitcoin derivatives and spot markets: high-frequency causality analysis with Fourier approximation. (2021). Cagli, Efe ; Mandaci, Pinar Evrim.
    In: Economics and Business Letters.
    RePEc:ove:journl:aid:16436.

    Full description at Econpapers || Download paper

34. Cryptocurrencies and blockchain. Overview and future perspectives. (2021). Sebastião, Helder ; Corteso, Pedro Manuel ; Osrio, Paulo Jos ; Osorio, Paulo Jose ; Correia, Helder Miguel.
    In: International Journal of Economics and Business Research.
    RePEc:ids:ijecbr:v:21:y:2021:i:3:p:305-342.

    Full description at Econpapers || Download paper

35. Is It Possible to Forecast the Price of Bitcoin?. (2021). Goutte, Stéphane ; Chevallier, Julien ; Guegan, Dominique.
    In: Post-Print.
    RePEc:hal:journl:halshs-04250269.

    Full description at Econpapers || Download paper

36. Is It Possible to Forecast the Price of Bitcoin?. (2021). Goutte, Stéphane ; Guegan, Dominique ; Chevallier, Julien.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-04250269.

    Full description at Econpapers || Download paper

37. Is It Possible to Forecast the Price of Bitcoin?. (2021). Goutte, Stéphane ; Chevallier, Julien ; Guegan, Dominique.
    In: Forecasting.
    RePEc:gam:jforec:v:3:y:2021:i:2:p:24-420:d:564101.

    Full description at Econpapers || Download paper

38. Volatility models for cryptocurrencies and applications in the options market. (2021). Chi, Yeguang ; Hao, Wenyan.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001359.

    Full description at Econpapers || Download paper

39. Price volatilities of bitcoin futures. (2021). Guo, Zi-Yi.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321001033.

    Full description at Econpapers || Download paper

40. Did the introduction of Bitcoin futures crash the Bitcoin market at the end of 2017?. (2021). Ishida, Ryo ; Hattori, Takahiro.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302096.

    Full description at Econpapers || Download paper

41. Fragmentation, Price Formation, and Cross-Impact in Bitcoin Markets. (2021). Howison, Sam ; Cucuringu, Mihai ; Albers, Jakob ; Shestopaloff, Alexander Y.
    In: Papers.
    RePEc:arx:papers:2108.09750.

    Full description at Econpapers || Download paper

42. Liquidation, Leverage and Optimal Margin in Bitcoin Futures Markets. (2021). Wang, Tianyi ; Cheng, Zhiyong ; Yu, Mei ; Deng, Jun.
    In: Papers.
    RePEc:arx:papers:2102.04591.

    Full description at Econpapers || Download paper

43. Hedging with Bitcoin Futures: The Effect of Liquidation Loss Aversion and Aggressive Trading. (2021). Alexander, Carol ; Deng, Jun ; Zou, Bin.
    In: Papers.
    RePEc:arx:papers:2101.01261.

    Full description at Econpapers || Download paper

44. The determinants of price discovery on bitcoin markets. (2020). Frijns, Bart ; Entrop, Oliver ; Seruset, Marco.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:40:y:2020:i:5:p:816-837.

    Full description at Econpapers || Download paper

45. Forecasting bitcoin volatility: Evidence from the options market. (2020). Hoang, Lai T ; Baur, Dirk G.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:40:y:2020:i:10:p:1584-1602.

    Full description at Econpapers || Download paper

46. Forecasting Mid-price Movement of Bitcoin Futures Using Machine Learning. (2020). Uddin, Gazi ; Corbet, Shaen ; Cepni, Oguzhan ; Akyildirim, Erdinc.
    In: Working Papers.
    RePEc:hhs:cbsnow:2020_020.

    Full description at Econpapers || Download paper

47. Price discovery in Bitcoin: The impact of unregulated markets. (2020). Alexander, Carol ; Heck, Daniel F.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300759.

    Full description at Econpapers || Download paper

48. What role do futures markets play in Bitcoin pricing? Causality, cointegration and price discovery from a time-varying perspective?. (2020). Oxley, Les ; HU, YANG ; Hou, Yang Greg.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302131.

    Full description at Econpapers || Download paper

49. Price discovery and microstructure in ether spot and derivative markets. (2020). Choi, Jaehyuk ; Alexander, Carol ; Sohn, Sungbin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301502.

    Full description at Econpapers || Download paper

50. A Horserace of Volatility Models for Cryptocurrency: Evidence from Bitcoin Spot and Option Markets. (2020). Chi, Yeguang ; Hao, Wenyan.
    In: Papers.
    RePEc:arx:papers:2010.07402.

    Full description at Econpapers || Download paper

Report date: 2025-09-17 11:45:03 || Missing content? Let us know