@article{fragmentationpriceformationandcross,
  title = {Fragmentation, Price Formation, and Cross-Impact in Bitcoin Markets},
  author = {Jakob Albers and Mihai Cucuringu and Sam Howison and Alexander Y. Shestopaloff},
  year = {2021},
  eprint = {2108.09750},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2108.09750v1},
}