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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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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.

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