Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
6
Impact Factor (IF)
0.53
5 Years IF
1.13
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
2019 0 0.58 1.2 0 10 10 93 12 12 0 0 9 75 12 1.2 0.23
2020 1.6 0.7 0.79 1.6 14 24 30 19 31 10 16 10 16 0 2 0.14 0.33
2021 1.71 0.87 1.2 1.71 16 40 16 48 79 24 41 24 41 1 2.1 4 0.25 0.32
2022 0.53 1 0.86 1.13 23 63 5 54 133 30 16 40 45 5 9.3 4 0.17 0.31
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years 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.

Full description at Econpapers || Download paper

47
22019Cryptocurrency 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

27
32019Model-based arbitrage in multi-exchange models for Bitcoin price dynamics. (2019). Figà-Talamanca, Gianna ; 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

10
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

9
52020Could stock hedge Bitcoin risk(s) and vice versa?. (2020). Okorie, David. 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

9
62020Sentiment 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.

Full description at Econpapers || Download paper

7
72021On cointegration and cryptocurrency dynamics. (2021). Keilbar, Georg ; Zhang, Yanfen. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:1:d:10.1007_s42521-021-00027-5.

Full description at Econpapers || Download paper

6
82020Forex exchange rate forecasting using deep recurrent neural networks. (2020). Härdle, Wolfgang ; Lessmann, Stefan ; Hardle, Wolfgang Karl ; Dautel, Alexander Jakob ; Seow, Hsin-Vonn. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-020-00019-x.

Full description at Econpapers || Download paper

5
92020Correction to: Could stock hedge Bitcoin risk(s) and vice versa?. (2020). Okorie, David. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-019-00013-y.

Full description at Econpapers || Download paper

5
102019Hedonic 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

4
112021CATE meets ML. (2021). Jacob, Daniel. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:2:d:10.1007_s42521-021-00033-7.

Full description at Econpapers || Download paper

4
122019Bitcoin 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

4
132020Deep learning-based cryptocurrency sentiment construction. (2020). Chen, Cathy Yi-Hsuan ; Nasekin, Sergey. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-020-00018-y.

Full description at Econpapers || Download paper

4
142021Cryptocurrency volatility markets. (2021). Woebbeking, Fabian. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:3:d:10.1007_s42521-021-00037-3.

Full description at Econpapers || Download paper

4
152019Order 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

3
162020Effects 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.

Full description at Econpapers || Download paper

3
172019Blockchain 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.

Full description at Econpapers || Download paper

2
182019A 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.

Full description at Econpapers || Download paper

2
192022Indices on cryptocurrencies: an evaluation. (2022). Xia, Hongyu ; Hausler, Konstantin. In: Digital Finance. RePEc:spr:digfin:v:4:y:2022:i:2:d:10.1007_s42521-022-00048-8.

Full description at Econpapers || Download paper

1
202022Green FinTech: sustainability of Bitcoin. (2022). Kabaklarli, Esra. In: Digital Finance. RePEc:spr:digfin:v:4:y:2022:i:4:d:10.1007_s42521-022-00053-x.

Full description at Econpapers || Download paper

1
212020Forecasting S&P 500 spikes: an SVM approach. (2020). Papadimitriou, Theophilos ; Gogas, Periklis ; Athanasiou, Athanasios Fotios. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:3:d:10.1007_s42521-020-00024-0.

Full description at Econpapers || Download paper

1
222022COVID risk narratives: a computational linguistic approach to the econometric identification of narrative risk during a pandemic. (2022). Potì, Valerio ; Matkovskyy, Roman ; Bredin, Don ; Chen, Yuting ; Poti, Valerio. In: Digital Finance. RePEc:spr:digfin:v:4:y:2022:i:1:d:10.1007_s42521-021-00045-3.

Full description at Econpapers || Download paper

1
232021Robo-advising: a dynamic mean-variance approach. (2021). Xu, Yuhong ; Kou, Steven ; Jin, Hanqing ; Dai, Min. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:2:d:10.1007_s42521-021-00028-4.

Full description at Econpapers || Download paper

1
242022Is the future of bitcoin safe? A triangulation approach in the reality of BTC market through a sentiments analysis. (2022). Mathew, Aparna Merin ; Biju, A V ; Nithi, P P ; Akhil, M P. In: Digital Finance. RePEc:spr:digfin:v:4:y:2022:i:4:d:10.1007_s42521-022-00052-y.

Full description at Econpapers || Download paper

1
252020A 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.

Full description at Econpapers || Download paper

1
262021Evaluation of multi-asset investment strategies with digital assets. (2021). Sprunken, Erin ; Petukhina, Alla. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:1:d:10.1007_s42521-021-00031-9.

Full description at Econpapers || Download paper

1
272022Programmable money: next-generation blockchain-based conditional payments. (2022). Staples, Mark ; Weber, Ingo . In: Digital Finance. RePEc:spr:digfin:v:4:y:2022:i:2:d:10.1007_s42521-022-00059-5.

Full description at Econpapers || Download paper

1
282020Neural networks and arbitrage in the VIX. (2020). Wittwer, Daniel ; Rudolf, Silas ; Kucharczyk, Daniel ; Osterrieder, Joerg. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-020-00026-y.

Full description at Econpapers || Download paper

1
292021Accuracy of deep learning in calibrating HJM forward curves. (2021). Lavagnini, Silvia ; Detering, Nils ; Benth, Fred Espen. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:3:d:10.1007_s42521-021-00030-w.

Full description at Econpapers || Download paper

1
302022Rejoinder for the discussed paper “Programmable money: next-generation blockchain-based conditional payments”. (2022). Staples, Mark ; Weber, Ingo . In: Digital Finance. RePEc:spr:digfin:v:4:y:2022:i:2:d:10.1007_s42521-022-00056-8.

Full description at Econpapers || Download paper

1
312020COVID-19 contagion and digital finance. (2020). Giudici, Paolo ; Agosto, Arianna. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-020-00021-3.

Full description at Econpapers || Download paper

1
322021How to gauge investor behavior? A comparison of online investor sentiment measures. (2021). Behrendt, Simon ; Ballinari, Daniele. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:2:d:10.1007_s42521-021-00038-2.

Full description at Econpapers || Download paper

1
332022Persistence in daily returns of stocks with highest market capitalization in the Indian market. (2022). Nargunam, Rupel ; Lahiri, Ananya. In: Digital Finance. RePEc:spr:digfin:v:4:y:2022:i:4:d:10.1007_s42521-022-00066-6.

Full description at Econpapers || Download paper

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

35
22019Cryptocurrency 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

24
32020Could stock hedge Bitcoin risk(s) and vice versa?. (2020). Okorie, David. 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

7
42020Sentiment 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.

Full description at Econpapers || Download paper

7
52021On cointegration and cryptocurrency dynamics. (2021). Keilbar, Georg ; Zhang, Yanfen. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:1:d:10.1007_s42521-021-00027-5.

Full description at Econpapers || Download paper

6
62019Advanced 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

6
72019Model-based arbitrage in multi-exchange models for Bitcoin price dynamics. (2019). Figà-Talamanca, Gianna ; 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

6
82020Forex exchange rate forecasting using deep recurrent neural networks. (2020). Härdle, Wolfgang ; Lessmann, Stefan ; Hardle, Wolfgang Karl ; Dautel, Alexander Jakob ; Seow, Hsin-Vonn. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-020-00019-x.

Full description at Econpapers || Download paper

4
92021Cryptocurrency volatility markets. (2021). Woebbeking, Fabian. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:3:d:10.1007_s42521-021-00037-3.

Full description at Econpapers || Download paper

4
102020Correction to: Could stock hedge Bitcoin risk(s) and vice versa?. (2020). Okorie, David. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-019-00013-y.

Full description at Econpapers || Download paper

4
112021CATE meets ML. (2021). Jacob, Daniel. In: Digital Finance. RePEc:spr:digfin:v:3:y:2021:i:2:d:10.1007_s42521-021-00033-7.

Full description at Econpapers || Download paper

4
122020Deep learning-based cryptocurrency sentiment construction. (2020). Chen, Cathy Yi-Hsuan ; Nasekin, Sergey. In: Digital Finance. RePEc:spr:digfin:v:2:y:2020:i:1:d:10.1007_s42521-020-00018-y.

Full description at Econpapers || Download paper

3
132019Hedonic 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
142019Bitcoin 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
152019Order 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
162020Effects 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.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 16
YearTitle
2022Givers never lack: Nigerian oil & gas asymmetric network analyses. (2022). Lin, Boqiang ; Okorie, David. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000901.

Full description at Econpapers || Download paper

2022An Experimental Analysis of Investor Sentiment. (2022). Renault, Thomas ; Nicolas, Maxime ; Bruneau, Catherine ; Boulu-Reshef, Beatrice. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2940.

Full description at Econpapers || Download paper

2022Immigration narrative sentiment from TV news and the stock market. (2022). Mazzotta, Stefano . In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:34:y:2022:i:c:s2214635022000259.

Full description at Econpapers || Download paper

2022Sentiment and trading decisions in an ambiguous environment: A study on cryptocurrency traders. (2022). Bowden, James ; Gemayel, Roland. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122000981.

Full description at Econpapers || Download paper

2022Estimating a model of herding behavior on social networks. (2022). , Maxime. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:604:y:2022:i:c:s0378437122005684.

Full description at Econpapers || Download paper

2022.

Full description at Econpapers || Download paper

2022Do cryptocurrency markets react to issuer sentiments? Evidence from Twitter. (2022). Zhang, Chi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000447.

Full description at Econpapers || Download paper

2022Enhancing Cross-Sectional Currency Strategies by Ranking Refinement with Transformer-based Architectures. (2021). Zohren, Stefan ; Lim, Bryan ; Poh, Daniel ; Roberts, Stephen. In: Papers. RePEc:arx:papers:2105.10019.

Full description at Econpapers || Download paper

2022Forecasting the Price of the Cryptocurrency Using Linear and Nonlinear Error Correction Model. (2022). Jun, Chulhee ; Cho, Chanho ; Kim, Jong-Min. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:2:p:74-:d:746120.

Full description at Econpapers || Download paper

2022Rodeo or Ascot: which hat to wear at the crypto race?. (2021). Hardle, Wolfgang Karl ; Hausler, Konstantin. In: Papers. RePEc:arx:papers:2103.12461.

Full description at Econpapers || Download paper

2022A Residuals-Based Nonparametric Variance Ratio Test for Cointegration. (2022). Reichold, Karsten. In: Papers. RePEc:arx:papers:2211.06288.

Full description at Econpapers || Download paper

2022Forecasting the future of robo advisory: A three-stage Delphi study on economic, technological, and societal implications. (2022). Dabi, Marina ; Gojowy, Robin ; Tiberius, Victor. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:182:y:2022:i:c:s0040162522003481.

Full description at Econpapers || Download paper

2022Meta-Learners for Estimation of Causal Effects: Finite Sample Cross-Fit Performance. (2022). Okasa, Gabriel. In: Papers. RePEc:arx:papers:2201.12692.

Full description at Econpapers || Download paper

2022Pricing options on flow forwards by neural networks in Hilbert space. (2022). Benth, Fred Espen ; Galimberti, Luca ; Detering, Nils. In: Papers. RePEc:arx:papers:2202.11606.

Full description at Econpapers || Download paper

2022The intraday dynamics and intraday price discovery of bitcoin. (2022). Yuan, Yulin ; Wang, Xinyi ; Su, Fei. In: Research in International Business and Finance. RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531922000137.

Full description at Econpapers || Download paper

2022Do financial volatilities mitigate the risk of cryptocurrency indexes?. (2022). Ghafoor, Abdul ; Karim, Sitara ; Lucey, Brian M ; Naeem, Muhammad Abubakr. In: Finance Research Letters. RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004111.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2022

YearCiting document
2022Sector-wise analysis of Indian stock market: Long and short-term risk and stability analysis. (2022). Sadhukhan, Poulomi. In: Papers. RePEc:arx:papers:2210.09619.

Full description at Econpapers || Download paper

2022Immigration narrative sentiment from TV news and the stock market. (2022). Mazzotta, Stefano . In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:34:y:2022:i:c:s2214635022000259.

Full description at Econpapers || Download paper

2022Discussion on: “Programmable money: next generation blockchain-based conditional payments” by Ingo Weber and Mark Staples. (2022). Burda, Michael C. In: Digital Finance. RePEc:spr:digfin:v:4:y:2022:i:2:d:10.1007_s42521-022-00064-8.

Full description at Econpapers || Download paper

Recent citations received in 2021

YearCiting document
2021.

Full description at Econpapers || Download paper

2021Rodeo or ascot: Which hat to wear at the crypto race?. (2021). Härdle, Wolfgang ; Hardle, Wolfgang ; Hausler, Konstantin. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021007.

Full description at Econpapers || Download paper

2021Indices on cryptocurrencies: An evaluation. (2021). Häusler, Konstantin ; Xia, Hongyu ; Hausler, Konstantin. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2021014.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2020A place next to Satoshi: foundations of blockchain and cryptocurrency research in business and economics. (2020). Ante, Lennart. In: Scientometrics. RePEc:spr:scient:v:124:y:2020:i:2:d:10.1007_s11192-020-03492-8.

Full description at Econpapers || Download paper

Recent citations received in 2019

YearCiting document
2019BitMEX Funding Correlation with Bitcoin Exchange Rate. (2019). Ammanamanchi, Pawan Sasanka ; Nimmagadda, Sai Srikar. In: Papers. RePEc:arx:papers:1912.03270.

Full description at Econpapers || Download paper

2019Cryptocurrency Derivatives: The Case of Bitcoin. (2019). Soylemez, Yakup. In: Contributions to Economics. RePEc:spr:conchp:978-3-030-25275-5_25.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2019Spot and Futures Prices of Bitcoin: Causality, Cointegration and Price Discovery from a Time-Varying Perspective. (2019). Oxley, Les ; Hou, Yang ; Hu, Yang. In: Working Papers in Economics. RePEc:wai:econwp:19/13.

Full description at Econpapers || Download paper