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Digital Finance / Springer

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
4
Impact Factor
0.6
5 Years IF
0.6
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.09 0 0 0 0 0 0 0 0 0 0 0.04
1991 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1992 0 0.09 0 0 0 0 0 0 0 0 0 0 0.04
1993 0 0.11 0 0 0 0 0 0 0 0 0 0 0.05
1994 0 0.12 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.19 0 0 0 0 0 0 0 0 0 0 0.08
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.1
1997 0 0.22 0 0 0 0 0 0 0 0 0 0 0.09
1998 0 0.26 0 0 0 0 0 0 0 0 0 0 0.12
1999 0 0.27 0 0 0 0 0 0 0 0 0 0 0.13
2000 0 0.32 0 0 0 0 0 0 0 0 0 0 0.14
2001 0 0.35 0 0 0 0 0 0 0 0 0 0 0.15
2002 0 0.37 0 0 0 0 0 0 0 0 0 0 0.19
2003 0 0.4 0 0 0 0 0 0 0 0 0 0 0.19
2004 0 0.44 0 0 0 0 0 0 0 0 0 0 0.2
2005 0 0.45 0 0 0 0 0 0 0 0 0 0 0.21
2006 0 0.46 0 0 0 0 0 0 0 0 0 0 0.2
2007 0 0.42 0 0 0 0 0 0 0 0 0 0 0.18
2008 0 0.44 0 0 0 0 0 0 0 0 0 0 0.2
2009 0 0.43 0 0 0 0 0 0 0 0 0 0 0.21
2010 0 0.43 0 0 0 0 0 0 0 0 0 0 0.18
2011 0 0.45 0 0 0 0 0 0 0 0 0 0 0.2
2012 0 0.45 0 0 0 0 0 0 0 0 0 0 0.19
2013 0 0.5 0 0 0 0 0 0 0 0 0 0 0.21
2014 0 0.51 0 0 0 0 0 0 0 0 0 0 0.2
2015 0 0.5 0 0 0 0 0 0 0 0 0 0 0.19
2016 0 0.5 0 0 0 0 0 0 0 0 0 0 0.18
2017 0 0.5 0 0 0 0 0 0 0 0 0 0 0.18
2018 0 0.54 0 0 0 0 0 1 0 0 0 0 0.21
2019 0 0.58 0.9 0 10 10 23 9 10 0 0 9 100 9 0.9 0.21
2020 0.6 0.75 0.29 0.6 14 24 13 7 17 10 6 10 6 0 1 0.07 0.29
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12019Price discovery on Bitcoin markets. (2019). Dimpfl, Thomas ; Pagnottoni, Paolo. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00006-x.

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9
22019Model-based arbitrage in multi-exchange models for Bitcoin price dynamics. (2019). Patacca, Marco ; Figa-Talamanca, Gianna ; Cretarola, Alessandra ; Bistarelli, Stefano. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00001-2.

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8
32020Could stock hedge Bitcoin risk(s) and vice versa?. (2020). Okorie, David Iheke. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-019-00011-0.

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4
42019Cryptocurrency market structure: connecting emotions and economics. (2019). Aste, Tomaso. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00008-9.

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4
52019Advanced model calibration on bitcoin options. (2019). Schoutens, Wim ; Reyners, Sofie ; Madan, Dilip B. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00002-1.

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3
62019Hedonic pricing of cryptocurrency tokens. (2019). Shorish, Jamsheed. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00005-y.

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2
72020Forex exchange rate forecasting using deep recurrent neural networks. (2020). Härdle, Wolfgang ; Seow, Hsin-Vonn ; Lessmann, Stefan ; Hardle, Wolfgang Karl ; Dautel, Alexander Jakob. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-020-00019-x.

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2
82019Bitcoin and market-(in)efficiency: a systematic time series approach. (2019). Wildi, Marc ; Bundi, Nils. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00004-z.

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2
92020Sentiment analysis and machine learning in finance: a comparison of methods and models on one million messages. (2020). Renault, Thomas. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-019-00014-x.

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2
102019Order flow analysis of cryptocurrency markets. (2019). Silantyev, Eduard. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00007-w.

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2
112020Effects of initial coin offering characteristics on cross-listing returns. (2020). Ante, Lennart ; Meyer, Andre. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:3:d:10.1007_s42521-020-00025-z.

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1
122019Blockchain analytics for intraday financial risk modeling. (2019). Kantarcioglu, Murat ; Gel, Yulia R ; Akcora, Cuneyt Gurcan ; Dixon, Matthew F. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00009-8.

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1
132020Forecasting S&P 500 spikes: an SVM approach. (2020). Gogas, Periklis ; Athanasiou, Athanasios Fotios ; Papadimitriou, Theophilos. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:3:d:10.1007_s42521-020-00024-0.

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1
142020Deep learning-based cryptocurrency sentiment construction. (2020). Nasekin, Sergey ; Chen, Cathy Yi-Hsuan. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-020-00018-y.

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1
152020A comparison of modern deep neural network architectures for energy spot price forecasting. (2020). Cordoni, F. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:3:d:10.1007_s42521-020-00022-2.

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1
162019A probative value for authentication use case blockchain. (2019). Henot, Christophe ; Guegan, Dominique. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00003-0.

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1
172020Neural networks and arbitrage in the VIX. (2020). Osterrieder, Joerg ; Wittwer, Daniel ; Rudolf, Silas ; Kucharczyk, Daniel. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-020-00026-y.

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1
182020Correction to: Could stock hedge Bitcoin risk(s) and vice versa?. (2020). Okorie, David Iheke. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-019-00013-y.

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1
192020COVID-19 contagion and digital finance. (2020). Agosto, Arianna ; Giudici, Paolo. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-020-00021-3.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12019Price discovery on Bitcoin markets. (2019). Dimpfl, Thomas ; Pagnottoni, Paolo. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00006-x.

Full description at Econpapers || Download paper

9
22019Model-based arbitrage in multi-exchange models for Bitcoin price dynamics. (2019). Patacca, Marco ; Figa-Talamanca, Gianna ; Cretarola, Alessandra ; Bistarelli, Stefano. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00001-2.

Full description at Econpapers || Download paper

7
32019Cryptocurrency market structure: connecting emotions and economics. (2019). Aste, Tomaso. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00008-9.

Full description at Econpapers || Download paper

4
42019Advanced model calibration on bitcoin options. (2019). Schoutens, Wim ; Reyners, Sofie ; Madan, Dilip B. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00002-1.

Full description at Econpapers || Download paper

3
52020Could stock hedge Bitcoin risk(s) and vice versa?. (2020). Okorie, David Iheke. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-019-00011-0.

Full description at Econpapers || Download paper

3
62019Bitcoin and market-(in)efficiency: a systematic time series approach. (2019). Wildi, Marc ; Bundi, Nils. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00004-z.

Full description at Econpapers || Download paper

2
72019Order flow analysis of cryptocurrency markets. (2019). Silantyev, Eduard. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00007-w.

Full description at Econpapers || Download paper

2
82019Hedonic pricing of cryptocurrency tokens. (2019). Shorish, Jamsheed. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00005-y.

Full description at Econpapers || Download paper

2
92020Sentiment analysis and machine learning in finance: a comparison of methods and models on one million messages. (2020). Renault, Thomas. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-019-00014-x.

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2
Citing documents used to compute impact factor: 6
YearTitle
2020The 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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2020Price discovery in Bitcoin: The impact of unregulated markets. (2020). Heck, Daniel F ; Alexander, Carol. In: Journal of Financial Stability. RePEc:eee:finsta:v:50:y:2020:i:c:s1572308920300759.

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2020BitMEX bitcoin derivatives: Price discovery, informational efficiency, and hedging effectiveness. (2020). Sohn, Sungbin ; Park, Heungju ; Choi, Jaehyuk ; Alexander, Carol. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:1:p:23-43.

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2020Estimating Bargaining Power in Real Estate Pricing Models: Conceptual and Empirical Issues. (2020). Mixon, Franklin G ; Caudill, Steven B. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:5:p:105-:d:362053.

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2020Disentangling the relationship between Bitcoin and market attention measures. (2020). Patacca, Marco ; Figa-Talamanca, Gianna. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:47:y:2020:i:1:d:10.1007_s40812-019-00133-x.

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2020Editorial: Understanding Cryptocurrencies. (2020). Reule, Raphael ; Raphael, ; Harvey, Campbell R ; Hardle, Wolfgang Karl. In: Papers. RePEc:arx:papers:2007.14702.

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Recent citations
Recent citations received in 2020
YearCiting document
2020A systematic review of the bubble dynamics of cryptocurrency prices. (2020). Corbet, Shaen ; Kyriazis, Nikolaos ; Papadamou, Stephanos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919310037.

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Recent citations received in 2019
YearCiting document
2019Editorial on the Special Issue on Cryptocurrencies. (2019). Barletta, Andrea ; Osterrieder, Jorg. In: Digital Finance. RePEc:spr:digfin:v:1:y:2019:i:1:d:10.1007_s42521-019-00015-w.

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