@article{doi:10.1080/1350486X.2022.2080083,
author = {Jakob Albers and Mihai Cucuringu and Sam Howison and Alexander Y. Shestopaloff},
title = {Fragmentation, Price Formation and Cross-Impact in Bitcoin Markets},
journal = {Applied Mathematical Finance},
volume = {28},
number = {5},
pages = {395-448},
year  = {2021},
publisher = {Routledge},
doi = {10.1080/1350486X.2022.2080083},

URL = { 
        https://doi.org/10.1080/1350486X.2022.2080083
    
},
eprint = { 
        https://doi.org/10.1080/1350486X.2022.2080083
    
}

}