1. Price Discovery in Bitcoin Spot or Futures? The Jury Is Out. (2025). Frino, Alex ; Webb, Robert I ; Gaudiosi, Robert ; Zhou, Ivy Z.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:45:y:2025:i:4:p:269-288.

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2. Investor Structure and Corn Futures Price Volatility in China: Evidence Based on the Agent-Based Model. (2025). Zhao, Yuhe ; Ju, Ronghua.
   In: Computational Economics.
   RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-024-10613-5.

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3. An adoption model of cryptocurrencies. (2025). Urquhart, Andrew ; Sakkas, Athanasios ; Rzayev, Khaladdin.
   In: LSE Research Online Documents on Economics.
   RePEc:ehl:lserod:126508.

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4. Returns from liquidity provision in cryptocurrency markets. (2025). Farag, Hisham ; Yarovaya, Larisa ; Luo, DI ; Zieba, Damian.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:175:y:2025:i:c:s0378426625000317.

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5. Market impact of the bitcoin ETF introduction on bitcoin futures. (2025). Xu, KE ; Chen, Yu-Lun ; Yang, Jimmy J.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007427.

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6. An adoption model of cryptocurrencies. (2025). Urquhart, Andrew ; Sakkas, Athanasios ; Rzayev, Khaladdin.
   In: European Journal of Operational Research.
   RePEc:eee:ejores:v:323:y:2025:i:1:p:253-266.

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7. Time‐varying price discovery in regular and microbitcoin futures. (2024). Chen, Yulun ; Yang, Jimmy J.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:44:y:2024:i:1:p:103-121.

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8. 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.

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9. 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.

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10. Do clean and dirty cryptocurrencies connect financial assets differently? The perspective of market inefficiency. (2024). Urquhart, Andrew ; Peng, Long ; Zhang, Liya ; Duan, Kun ; Yao, Kai.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001442.

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11. Arbitrage opportunities and feedback trading in regulated bitcoin futures market: An intraday analysis. (2024). Wang, Jinghua ; Ngene, Geoffrey M.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:89:y:2024:i:pb:p:743-761.

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12. The Bitcoin volume-volatility relationship: A high frequency analysis of futures and spot exchanges. (2024). Conlon, Thomas ; Corbet, Shaen ; McGee, Richard J.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:91:y:2024:i:c:s105752192300529x.

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13. 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.

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14. 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.

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15. 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.

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16. 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.

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17. 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.

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18. 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.

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19. Trades or quotes: Which drives price discovery? Evidence from Chinese index futures markets. (2022). Yuan, Xianghui ; Wang, Shihao ; Li, Peiran ; Jin, Liwei ; Lian, Feng.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:42:y:2022:i:12:p:2235-2247.

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

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21. Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach. (2022). JAWADI, Fredj ; Rozin, Philippe ; Bourghelle, David.
    In: Post-Print.
    RePEc:hal:journl:hal-04412029.

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22. The cryptocurrency uncertainties and investment transitions: Evidence from high and low carbon energy funds in China. (2022). Mirza, Nawazish ; Umar, Muhammad ; Yan, Lei.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:175:y:2022:i:c:s0040162521007575.

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23. Do collective emotions drive bitcoin volatility? A triple regime-switching vector approach. (2022). JAWADI, Fredj ; Rozin, Philippe ; Bourghelle, David.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:196:y:2022:i:c:p:294-306.

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24. Price discovery in fiat currency and cryptocurrency markets. (2022). Wu, Zhen-Xing ; Gau, Yin-Feng ; Huang, Guan-Ying.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321005535.

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25. Do connections pay off in the bitcoin market?. (2022). Tsang, Kwok Ping ; Yang, Zichao.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:67:y:2022:i:c:p:1-18.

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26. 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.

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27. How do macroeconomic news surprises affect round-the-clock price discovery of gold?. (2021). Sehgal, Sanjay ; Sobti, Neharika ; Ilango, Balakrishnan.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002209.

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28. 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.

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1. The impact of derivatives on spot markets: Evidence from the introduction of bitcoin futures contracts. (2022). Shin, Donghwa ; Rubtsov, Alexey ; Augustin, Patrick.
   In: LawFin Working Paper Series.
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2. Asymmetric information modelling in the realized spread: A new simple estimation of the informed realized Spread. (2022). Saleemi, Jawad.
   In: EconStor Open Access Articles and Book Chapters.
   RePEc:zbw:espost:261367.

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3. Spreads and Volatility in House Returns. (2022). Chinloy, Peter ; John, Kose ; Jiang, Cheng.
   In: JRFM.
   RePEc:gam:jjrfmx:v:15:y:2022:i:8:p:369-:d:893137.

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4. Analysis of the dynamic relationship between liquidity proxies and returns on the French CAC 40 index. (2021). SADEFO KAMDEM, Jules ; Sadefo-Kamdem, Jules ; Assoil, Ayad.
   In: SN Business & Economics.
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5. The currency that came in from the cold - Capital controls and the information content of order flow. (2021). Vitale, Paolo ; Pétursson, Thórarinn ; Breedon, Francis.
   In: Economics.
   RePEc:ice:wpaper:wp86.

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6. Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach. (2021). Nguyen, Hoang ; Javed, Farrukh.
   In: Working Papers.
   RePEc:hhs:oruesi:2021_015.

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7. Information content of liquidity and volatility measures. (2021). Kliber, Agata ; Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:563:y:2021:i:c:s0378437120307627.

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8. Turnover premia in Chinas stock markets. (2021). Chen, Wei ; Yeh, Chung-Ying ; Zhang, Bing.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:65:y:2021:i:c:s0927538x20306995.

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9. Bias in the effective bid-ask spread. (2021). Hagstromer, Bjorn.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:142:y:2021:i:1:p:314-337.

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10. Illiquidity contagion and pricing of commonality risk: Evidence from a dynamic conditional correlation model. (2021). Hueng, C. ; Huang, Peng ; Beyene, Nardos.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320302993.

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11. What drives the liquidity of cryptocurrencies? A long-term analysis. (2021). Theissen, Erik ; Mestel, Roland ; Brauneis, Alexander.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:39:y:2021:i:c:s154461231931400x.

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12. Analyzing the Nonlinear Pricing of Liquidity Risk according to the Market State. (2021). Uribe, Jorge ; Chuliá, Helena ; Chulia, Helena ; Koser, Christoph.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320300933.

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13. The quality premium with leverage and liquidity constraints. (2021). Rubio, Gonzalo ; Gonzalez-Urteaga, Ana.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000429.

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14. Trading activity and price discovery in Bitcoin futures markets. (2021). Hung, Jui-Cheng ; Yang, Jimmy J ; Liu, Hung-Chun.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:62:y:2021:i:c:p:107-120.

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15. Fraud commitment in a smaller world: Evidence from a natural experiment. (2021). Xiong, Jiacai ; Tong, Jamie Yixing ; Zhang, Feida Frank ; Ouyang, Caiyue.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:70:y:2021:i:c:s0929119921002121.

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16. Assessing the efficacy, efficiency and potential side effects of the ECB’s monetary policy instruments since 2014. (2021). Tapking, Jens ; Lemke, Wolfgang ; Altavilla, Carlo ; Linzert, Tobias ; von Landesberger, Julian.
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17. Gender, ethnicity and stock liquidity: evidence from South Africa. (2021). Nguyen, Ha Thanh ; Muniandy, Balachandran.
    In: Accounting and Finance.
    RePEc:bla:acctfi:v:61:y:2021:i:s1:p:2337-2377.

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18. Measuring Market Liquidity and Liquidity Mismatches across Sectors. (2021). Ponomarenko, Alexey ; Makhankova, Natalia ; Burova, Anna ; Akhmetov, Artur.
    In: Bank of Russia Working Paper Series.
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19. Liquidity Stress Testing in Asset Management -- Part 2. Modeling the Asset Liquidity Risk. (2021). Roncalli, Thierry ; Regnault, Margaux ; Karray-Meziou, Fatma ; Cherief, Amina.
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20. Zeroing in on the Expected Returns of Anomalies. (2020). Chen, Andrew ; Velikov, Mihail.
    In: Finance and Economics Discussion Series.
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21. Modelling bid-ask spread conditional distributions using hierarchical correlation reconstruction. (2020). Gurgul, Henryk ; Syrek, Robert ; Duda, Jarosaw.
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    RePEc:exl:29stat:v:21:y:2020:i:5:p:99-118.

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22. Liquidity risk and stock performance during the financial crisis. (2020). Dang, Tung ; Hue, Thi Minh.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919302831.

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23. Measuring the multi-faceted dimension of liquidity in financial markets: A literature review. (2020). Diaz, Antonio ; Escribano, Ana.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918311024.

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24. The price effects of liquidity shocks: A study of the SEC’s tick size experiment. (2020). Song, Shiyun ; Albuquerque, Rui ; Yao, Chen.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:138:y:2020:i:3:p:700-724.

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25. Market in Financial Instruments Directive (MiFID), stock price informativeness and liquidity. (2020). Agarwal, Vineet ; Poshakwale, Sunil ; Aghanya, Daniel.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426619303036.

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26. Liquidity connectedness and output synchronisation. (2020). Inekwe, John.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:66:y:2020:i:c:s1042443120300925.

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27. In law we trust: Lawyer CEOs and stock liquidity. (2020). Pham, Mia Hang.
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    RePEc:eee:finmar:v:50:y:2020:i:c:s1386418120300173.

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28. Uncovering the time-varying relationship between commonality in liquidity and volatility. (2020). Uribe, Jorge ; Chuliá, Helena ; Chulia, Helena ; Koser, Christoph.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301101.

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29. Liquidity, implied volatility and tail risk: A comparison of liquidity measures. (2020). Righi, Marcelo ; Ramos, Henrique Pinto.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301071.

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30. More shareholders, higher liquidity? Evidence from an emerging stock market. (2020). Lim, Kian-Ping ; Goh, Kim-Leng ; Chia, Yee-Ee.
    In: Emerging Markets Review.
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31. Liquidity and firm value in an emerging market: Nonlinearity, political connections and corporate ownership. (2020). Lim, Kian-Ping ; Goh, Kim-Leng ; Chia, Yee-Ee.
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32. Is market liquidity less resilient after the financial crisis? Evidence for US Treasuries. (2020). Lamas, Matías ; Broto, Carmen.
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33. Shorting in Broad Daylight: Short Sales and Venue Choice. (2020). Samadi, Mehrdad ; Sokobin, Jonathan S ; Reed, Adam V.
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34. On the Performance of Cryptocurrency Funds. (2020). Bianchi, Daniele ; Babiak, Mykola.
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35. Portfolio Optimization with 2D Relative-Attentional Gated Transformer. (2020). Kim, Tae Wan ; Khushi, Matloob.
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36. Small is beautiful? How the introduction of mini futures contracts affects the regular contract. (2019). Theissen, Erik ; Greppmair, Stefan.
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37. “Uncovering the time-varying relationship between commonality in liquidity and volatility”. (2019). Uribe, Jorge ; Chuliá, Helena ; Chulia, Helena ; Koser, Christoph.
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38. A Survey on Efficiency and Profitable Trading Opportunities in Cryptocurrency Markets. (2019). Kyriazis, Nikolaos A.
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39. When do low-frequency measures really measure transaction costs?. (2019). Jahan-Parvar, Mohammad ; Zikes, Filip.
    In: Finance and Economics Discussion Series.
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40. Liquidity Risk and Corporate Bond Yield Spread: Evidence from China. (2019). Jiang, Lunan ; Chen, Yinghui.
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41. Seasonality in cryptocurrencies. (2019). Kaiser, Lars.
    In: Finance Research Letters.
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42. Option prices and implied volatility in the crude oil market. (2019). Soini, Vesa ; Lorentzen, Sindre.
    In: Energy Economics.
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43. Commonality in liquidity among Middle East and North Africa emerging stock markets: Does it really matter?. (2019). Ftiti, Zied ; Hadhri, Sinda.
    In: Economic Systems.
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44. Cycles of Declines and Reversals Following Overnight Market Declines. (2018). Abdi, Farshid.
    In: Working Papers on Finance.
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45. Informed Corporate Credit Market Before Monetary Policy Surprises: Explaining Pre-FOMC Stock Market Movements. (2018). Abdi, Farshid ; Wu, Botao.
    In: Working Papers on Finance.
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46. “Scaling Down Downside Risk with Inter-Quantile Semivariances”. (2018). Uribe, Jorge.
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47. Equity trading costs have fallen less than commonly thought. Evidence using alternative trading cost estimators. (2018). Ødegaard, Bernt ; Klova, Valeriia.
    In: UiS Working Papers in Economics and Finance.
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48. Which Liquidity Proxy Measures Liquidity Best in Emerging Markets?. (2018). Cai, Jun ; Ahn, Hee-Joon ; Yang, Cheol-Won.
    In: Economies.
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49. Do liquidity proxies measure liquidity accurately in ETFs?. (2018). Visaltanachoti, Nuttawat ; Marshall, Ben ; Nguyen, Nhut H.
    In: Journal of International Financial Markets, Institutions and Money.
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50. New Bid-Ask Spread Estimators from Daily High and Low Prices. (2017). Li, Zhiyong ; Adegbite, Emmanuel ; Lambe, Brendan.
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