On the public citation graph

Composite Leading Indicators and Cryptocurrency Returns: A Three-Factor Model

https://doi.org/10.2139/ssrn.4688713
0 signed · 77 inferred · view as graph

Inferred edges come from two machine sources: sweeps of open repository metadata (mostly SSRN and Zenodo), and a bulk OpenAlex citation snapshot. Every row below is labelled with the one it came from. Neither is a complete citation index — absence here is not evidence of absence.

1 of the 77 references listed on this page is in the Retraction Watch database as retracted (export 2026-10-28): 10.1016/j.frl.2018.08.015 (notice 2025-12-18).

Dataset join, best-effort; this page does not check the publisher record. Retraction Watch data via Crossref Labs, used with credit; OpenCitations Index (CC0) and Meta (CC BY 4.0); dataset doi:10.7910/DVN/WT8VOA (CC BY 4.0).

Is this your work? Sign in with ORCID and put your name on the claims that are yours.
Claim with ORCID
Reference health. See whether every reference in this work resolves to a known work and none has been retracted — and get a dated CiteStamped badge you can embed.
See reference health

What this work says

Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1016/j.ecolecon.2015.03.020openalex-extracted
Beyond carbon pricing: The role of banking and monetary policy in financing the transition to a low-carbon economy
inferredcites →https://doi.org/10.1016/j.econlet.2018.02.001openalex-extracted
Price discovery of cryptocurrencies: Bitcoin and beyond
inferredcites →https://doi.org/10.1016/j.econlet.2020.109377openalex-extracted
Any port in a storm: Cryptocurrency safe-havens during the COVID-19 pandemic
inferredcites →https://doi.org/10.1016/j.econmod.2017.08.032openalex-extracted
The macroeconomic determinants of commodity futures volatility: Evidence from Chinese and Indian markets
inferredcites →https://doi.org/10.1016/j.finmar.2022.100736openalex-extracted
Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns
inferredcites →https://doi.org/10.1016/j.frl.2018.04.010openalex-extracted
Institutions, economic openness and stock return co-movements: An empirical investigation in emerging markets
inferredcites →https://doi.org/10.1016/j.frl.2018.07.005openalex-extracted
Co-explosivity in the cryptocurrency market
inferredcites →https://doi.org/10.1016/j.frl.2018.08.015openalex-extracted
RETRACTED: Trading volume and the predictability of return and volatility in the cryptocurrency market
inferredcites →https://doi.org/10.1016/j.frl.2020.101428openalex-extracted
Economic policy uncertainty and cryptocurrency volatility
inferredcites →https://doi.org/10.1016/j.frl.2020.101621openalex-extracted
The effect of political and economic uncertainty on the cryptocurrency market
inferredcites →https://doi.org/10.1016/j.frl.2021.102031openalex-extracted
Cryptocurrency returns and the volatility of liquidity
inferredcites →https://doi.org/10.1016/j.frl.2021.102139openalex-extracted
Momentum or reversal: Which is the appropriate third factor for cryptocurrencies?
inferredcites →https://doi.org/10.1016/j.frl.2021.102654openalex-extracted
The link between cryptocurrencies and Google Trends attention
inferredcites →https://doi.org/10.1016/j.frl.2022.102732openalex-extracted
Volatility and Return Connectedness of Cryptocurrency, Gold, and Uncertainty: Evidence from the Cryptocurrency Uncertainty Indices
inferredcites →https://doi.org/10.1016/j.frl.2022.102803openalex-extracted
Nonlinear dynamics analysis of cryptocurrency price fluctuations based on Bitcoin
inferredcites →https://doi.org/10.1016/j.frl.2022.102872openalex-extracted
A grey-based correlation with multi-scale analysis: S&P 500 VIX and individual VIXs of large US company stocks
inferredcites →https://doi.org/10.1016/j.frl.2022.102990openalex-extracted
Determinants of cryptocurrency returns: A LASSO quantile regression approach
inferredcites →https://doi.org/10.1016/j.frl.2022.103131openalex-extracted
Is Geopolitical Risk Priced in the Cross-Section of Cryptocurrency Returns?
inferredcites →https://doi.org/10.1016/j.frl.2022.103206openalex-extracted
Do financial volatilities mitigate the risk of cryptocurrency indexes?
inferredcites →https://doi.org/10.1016/j.frl.2023.104225openalex-extracted
Influential risk spreaders and their contribution to the systemic risk in the cryptocurrency network
inferredcites →https://doi.org/10.1016/j.gfj.2022.100719openalex-extracted
Static and Dynamic Connectedness Between NFTs, Defi and Other Assets: Portfolio Implication
inferredcites →https://doi.org/10.1016/j.ijforecast.2015.05.008openalex-extracted
Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts
inferredcites →https://doi.org/10.1016/j.iref.2020.11.013openalex-extracted
Understanding cryptocurrency volatility: The role of oil market shocks
inferredcites →https://doi.org/10.1016/j.iref.2021.01.008openalex-extracted
Predictive role of online investor sentiment for cryptocurrency market: Evidence from happiness and fears
inferredcites →https://doi.org/10.1016/j.irfa.2021.101773openalex-extracted
Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis
inferredcites →https://doi.org/10.1016/j.irfa.2021.101915openalex-extracted
VCRIX — A volatility index for crypto-currencies
inferredcites →https://doi.org/10.1016/j.jbankfin.2021.106246openalex-extracted
Downside risk and the cross-section of cryptocurrency returns
inferredcites →https://doi.org/10.1016/j.jcae.2022.100336openalex-extracted
Risk management committees and readability of risk management disclosure
inferredcites →https://doi.org/10.1016/j.jcorpfin.2016.01.008openalex-extracted
Corporate social responsibility and corporate cash holdings
inferredcites →https://doi.org/10.1016/j.jcorpfin.2020.101785openalex-extracted
Dividends and economic policy uncertainty: International evidence
inferredcites →https://doi.org/10.1016/j.jempfin.2012.01.002openalex-extracted
When Does Investor Sentiment Predict Stock Returns?
inferredcites →https://doi.org/10.1016/j.jfineco.2012.05.011openalex-extracted
Size, value, and momentum in international stock returns
inferredcites →https://doi.org/10.1016/j.jfs.2012.10.001openalex-extracted
Measuring financial stress in transition economies
inferredcites →https://doi.org/10.1016/j.jfs.2018.08.005openalex-extracted
Policy Uncertainty, Investment, and the Cost of Capital
inferredcites →https://doi.org/10.1016/j.jfs.2019.100706openalex-extracted
Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position
inferredcites →https://doi.org/10.1016/j.jimonfin.2020.102328openalex-extracted
Do EU fiscal rules support or hinder counter-cyclical fiscal policy?
inferredcites →https://doi.org/10.1016/j.jmacro.2009.06.006openalex-extracted
The duration of economic expansions and recessions: More than duration dependence
inferredcites →https://doi.org/10.1016/j.jpolmod.2012.06.003openalex-extracted
Measuring financial stress in Turkey
inferredcites →https://doi.org/10.1016/j.najef.2022.101813openalex-extracted
Hedging the extreme risk of cryptocurrency
inferredcites →https://doi.org/10.1016/j.procs.2017.11.340openalex-extracted
Behavioural Finance: A Review
inferredcites →https://doi.org/10.1016/j.qref.2018.05.010openalex-extracted
Can Cryptocurrencies Fulfil the Functions of Money?
inferredcites →https://doi.org/10.1016/j.qref.2019.05.001openalex-extracted
Cryptocurrencies as hedges and safe-havens for US equity sectors
inferredcites →https://doi.org/10.1016/j.resourpol.2020.101916openalex-extracted
Bitcoin-energy markets interrelationships - New evidence
inferredcites →https://doi.org/10.1016/j.socec.2011.04.008openalex-extracted
Investors’ trading activity: A behavioural perspective and empirical results
inferredcites →https://doi.org/10.1016/j.techsoc.2023.102320openalex-extracted
Network effects and store-of-value features in the cryptocurrency market
inferredcites →https://doi.org/10.1080/10864415.2016.1061413openalex-extracted
Price Fluctuations and the Use of Bitcoin: An Empirical Inquiry
inferredcites →https://doi.org/10.1080/13504851.2019.1673298openalex-extracted
Does size matter in the cryptocurrency market?
inferredcites →https://doi.org/10.1080/1351847x.2020.1737168openalex-extracted
The impact of macroeconomic news on Bitcoin returns
inferredcites →https://doi.org/10.1080/1351847x.2021.1960403openalex-extracted
Are cryptos becoming alternative assets?
inferredcites →https://doi.org/10.1080/1540496x.2005.11052597openalex-extracted
A New Composite Leading Indicator for Turkish Economic Activity
inferredcites →https://doi.org/10.1080/15427560.2021.1950723openalex-extracted
Does Sentiment Impact Cryptocurrency?
inferredcites →https://doi.org/10.1093/rfs/hhaa089openalex-extracted
Tokenomics: Dynamic Adoption and Valuation
inferredcites →https://doi.org/10.1093/rfs/hhaa113openalex-extracted
Risks and Returns of Cryptocurrency
inferredcites →https://doi.org/10.1108/jeas-07-2019-0078openalex-extracted
How does the cryptocurrency market affect the stock market performance in the MENA region?
inferredcites →https://doi.org/10.1108/sef-10-2021-0436openalex-extracted
The time-varying correlation between cryptocurrency policy uncertainty and cryptocurrency returns
inferredcites →https://doi.org/10.1109/icbc48266.2020.9169412openalex-extracted
From Hodl to Heist: Analysis of Cyber Security Threats to Bitcoin Exchanges
inferredcites →https://doi.org/10.1111/ajps.12145openalex-extracted
It's (Change in) the (Future) Economy, Stupid: Economic Indicators, the Media, and Public Opinion
inferredcites →https://doi.org/10.1111/j.1468-5957.2009.02157.xopenalex-extracted
The Market Timing Ability of UK Mutual Funds
inferredcites →https://doi.org/10.1111/j.1755-053x.2011.01146.xopenalex-extracted
Value versus Growth: Time‐Varying Expected Stock Returns
inferredcites →https://doi.org/10.1111/jofi.12047openalex-extracted
The Business Cycle, Investor Sentiment, and Costly External Finance
inferredcites →https://doi.org/10.1111/jofi.13119openalex-extracted
Common Risk Factors in Cryptocurrency
inferredcites →https://doi.org/10.1177/0093650217750971openalex-extracted
The Economy, the News, and the Public: A Longitudinal Study of the Impact of Economic News on Economic Evaluations and Expectations
inferredcites →https://doi.org/10.1287/mnsc.2023.4756openalex-extracted
A Model of Cryptocurrencies
inferredcites →https://doi.org/10.15388/omee.2021.12.62openalex-extracted
Is Bitcoin Price Driven by Macro-financial Factors and Liquidity? A Global Consumer Survey Empirical Study
inferredcites →https://doi.org/10.2139/ssrn.1270976openalex-extracted
Value Versus Growth: Time-Varying Expected Stock Returns
inferredcites →https://doi.org/10.2139/ssrn.2104159openalex-extracted
Predictive Power of Confidence Indicators for the Russian Economy
inferredcites →https://doi.org/10.2139/ssrn.2195905openalex-extracted
Forecasting and Nowcasting Real GDP: Comparing Statistical Models and Subjective Forecasts
inferredcites →https://doi.org/10.2139/ssrn.3077685openalex-extracted
Cryptocurrencies as an Asset Class: An Empirical Assessment
inferredcites →https://doi.org/10.2139/ssrn.3440802openalex-extracted
Bitcoin: A Peer-to-Peer Electronic Cash System
inferredcites →https://doi.org/10.2139/ssrn.3977007openalex-extracted
Bitcoin: A Peer-to-Peer Electronic Cash System
inferredcites →https://doi.org/10.24135/afl.v11i.540openalex-extracted
MACRO FACTORS IN THE RETURNS ON CRYPTOCURRENCIES
inferredcites →https://doi.org/10.24136/eq.v12i3.23openalex-extracted
Probabilistic predictive analysis of business cycle fluctuations in Polish economy
inferredcites →https://doi.org/10.3390/ijfs7020018openalex-extracted
The Impact of Macroeconomic Factors on the German Stock Market: Evidence for the Crisis, Pre- and Post-Crisis Periods
inferredcites →https://doi.org/10.3390/info11040234openalex-extracted
Cryptocurrencies Perception Using Wikipedia and Google Trends
inferredcites →https://doi.org/10.3390/jrfm13010007openalex-extracted
Alternative Assets and Cryptocurrencies
inferredcites →https://doi.org/10.3905/jai.2020.1.105openalex-extracted
Cryptocurrencies As an Asset Class? An Empirical Assessment
inferredcites →https://doi.org/10.54443/jaruda.v1i1.9openalex-extracted
Effect of World Oil Prices on Cryptocurrency Return
Editorial review for independent work. ICSAC — the Institute for Complexity Science and Advanced Computing — runs a structured editorial panel for researchers publishing outside journals, and publishes on CiteStamp rails. Submission is free and goes through ORCID: icsacinstitute.org/submit.