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Arbitrage in the Market for Cryptocurrencies

https://doi.org/10.2139/ssrn.3606053
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20/20 checkable references clean · checked 2026-09-16

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

36 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 20 checked references that resolve
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Arbitrage in the foreign exchange market: Turning on the microscope
resolves10.1080/14697688.2019.1641347
A critical investigation of cryptocurrency data and analysis
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The Cross-Section of Cryptocurrency Returns
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Market Liquidity and Funding Liquidity
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Discrete Pricing and Market Fragmentation: A Tale of Two-Sided Markets
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A Market-Based Funding Liquidity Measure
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The economics of BitCoin price formation
resolves10.1086/261703
Noise Trader Risk in Financial Markets
resolves10.1016/j.jfineco.2019.03.004
From mining to markets: The evolution of bitcoin transaction fees
resolves10.1016/S0304-405X(99)00020-3
How are stock prices affected by the location of trade?
resolves10.1016/j.finmar.2017.05.003
Effects of lit and dark market fragmentation on liquidity
resolves10.1111/jofi.12903
Is Bitcoin Really Untethered?
resolves10.1016/S0304-405X(02)00228-3
Equilibrium and welfare in markets with financially constrained arbitrageurs
resolves10.1111/jofi.12689
The Dynamics of Financially Constrained Arbitrage
resolves10.1016/j.jbef.2019.04.009
Who trades cryptocurrencies, how do they trade it, and how do they perform? Evidence from brokerage accounts
resolves10.1111/fima.12299
Insights from bitcoin trading
resolves10.1016/0304-405X(78)90025-9
Some anomalous evidence regarding market efficiency
resolves10.1111/j.1540-6261.1991.tb02683.x
Inferring Trade Direction from Intraday Data
resolves10.1080/14697688.2016.1231928
Model-based pairs trading in the bitcoin markets
resolves10.1016/j.jfineco.2019.07.001
Trading and arbitrage in cryptocurrency markets
The 36 references without a DOI — listed, not checked
no DOI — not checkedref1
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no DOI — not checkedEstimating unknown arbitrage costs: Evidence from a 3-regime threshold vector error correction model
no DOI — not checkedTrading volume and liquidity provision in cryptocurrency markets
no DOI — not checkedAnalysis of real bitcoin trade volume
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no DOI — not checkedref12
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no DOI — not checkedDecentralized mining in centralized pools
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no DOI — not checkedHow investible is bitcoin? analyzing the liquidity and transaction costs of bitcoin markets
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no DOI — not checkedMargin-based Asset Pricing and Deviations from the Law of One Price
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no DOI — not checkedAn economic analysis of the bitcoin payment system
no DOI — not checkedref43
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no DOI — not checkedref48
no DOI — not checkedref50
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no DOI — not checkedAlex) Zhou, 2022, Funding liquidity and market liquidity: The brokerdealer perspective
no DOI — not checkedref54
no DOI — not checkedref55
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