Bitcoin futures are available for trading on the Chicago Board Options Exchange (CBOE), and were the first Bitcoin futures contract available in the U.S. on December 10th, 2017. This has shifted the dynamic of Bitcoin prices, with specific dates related to XBT contract expiration often having unusual (possibly manipulated) market activity. In order to better understand this dynamic, below are the top hundred most cited publications mentioning CBOE in their title.

"Nonparametric tests of alternative option pricing models using all reported trades and quotes on the 30 most active CBOE option classes from August 23, 1976 …". M Rubinstein. 1985. Wiley Online Library The Journal of Finance. 902 cites.
"Liquidity of the CBOE equity options". AM Vijh. 1990. Wiley Online Library The Journal of Finance. 268 cites.
"The CBOE volatility index-VIX". CBO Exchange. 2009. White Paper. 227 cites.
"The intraday behavior of bid-ask spreads for NYSE stocks and CBOE options". K Chan, YP Chung, H Johnson. 1995. cambridge.org Journal of Financial and …. 212 cites.
"The forecast quality of CBOE implied volatility indexes". CJ Corrado, TW Miller, Jr. 2005. Wiley Online Library Journal of Futures Markets: Futures …. 191 cites.
"An empirical reexamination of the impact of CBOE option initiation on the volatility and trading volume of the underlying equities: 1973–1986". VK Bansal, SW Pruitt, KCJ Wei. 1989. Wiley Online Library Financial Review. 122 cites.
"Empirical tests of boundary conditions for CBOE options". D Galai. 1978. Elsevier Journal of Financial Economics. 122 cites.
"Modeling and predicting the CBOE market volatility index". M Fernandes, MC Medeiros, M Scharth. 2014. Elsevier Journal of Banking & Finance. 101 cites.
"VIX CBOE volatility index". CBO Exchange. 2003. Working Paper. 76 cites.
"CBOE options and stock volatility". GL Trennepohl, WP Dukes. 1979. search.proquest.com Review of Financial Economics. 68 cites.
"The value of the specialist: Empirical evidence from the CBOE". A Anand, DG Weaver. 2006. Elsevier Journal of Financial Markets. 51 cites.
"Risk neutral kurtosis, jumps, and option pricing: Evidence from 100 most actively traded firms on the cboe". G Bakshi, C Cao. 2003. Manuscript, University of Maryland. 51 cites.
"The CBOE S&P 500 three‐month variance futures". JE Zhang, Y Huang. 2010. Wiley Online Library … of Futures Markets: Futures, Options, and …. 47 cites.
"GARCH option pricing models, the CBOE VIX, and variance risk premium". J Hao, JE Zhang. 2013. academic.oup.com Journal of Financial Econometrics. 44 cites.
"Passive options-based investment strategies: the case of the CBOE S&P 500 BuyWrite Index". B Feldman, D Roy. 2004. Citeseer INSTITUTIONAL INVESTOR-NEW YORK-. 34 cites.
"The effect of CBOE option listing on the volatility of NYSE traded stocks: a time-varying variance approach". K Mazouz. 2004. Elsevier Journal of Empirical Finance. 30 cites.
"Passive options-based investment strategies: The case of the CBOE S&P 500 buy write index". BE Feldman, D Roy. 2005. joi.iijournals.com The Journal of Investing. 28 cites.
"Courting Retail, Institutional Customers, CBOE, AMEX Get Creative". S Cosgrove. 1993. Knight-Ridder Financial News. 26 cites.
"Risk and return in CBOE and AMEX option trading". R Reback. 1975. JSTOR Financial Analysts Journal. 25 cites.
"Credit Default Swap Index Options: Evaluating the viability of a new product for the CBOE". M Jakola. 2006. Unpublished working paper. Kellogg School of …. 23 cites.
"to SR-CBOE-2002-05". A No. . Submitted to SEC on Jan, 3. 22 cites.
"VIX option pricing and CBOE VIX Term Structure: A new methodology for volatility derivatives valuation". YN Lin. 2013. Elsevier Journal of Banking & Finance. 16 cites.
"CBOE S&P 500 implied correlation index". CBO Exchange. 2009. Working Paper . 15 cites.
"Modeling and predicting the CBOE market volatility index". M Fernandes, MC Medeiros, M Scharth. 2007. econstor.eu . 13 cites.
"The value of the specialist: Empirical evidence from the CBOE". A Anand, DG Weaver. 2002. working paper, Syracuse University . 13 cites.
"Non-linear dynamics in financial asset returns: the predictive power of the CBOE volatility index". SD Bekiros, DA Georgoutsos. 2008. Taylor & Francis The European Journal of Finance. 12 cites.
"The intraday relation between NYSE and CBOE prices". BC Hatch. 2003. Wiley Online Library Journal of Financial Research. 12 cites.
"CBOE Volatility Index (VIX)". VIXM Close. 2009. gia.com . 11 cites.
"CBOE bets streaming quotes will cool ISE". I Schmerken. 2003. elibrary.ru Wall Street & Technology. 9 cites.
"Pricing the CBOE VIX futures with the Heston–Nandi GARCH model". T Wang, Y Shen, Y Jiang, Z Huang. 2017. Wiley Online Library Journal of Futures Markets. 8 cites.
"Variance swaps and CBOE S&P 500 variance futures". L Biscamp, T Weithers. 2007. cboefuturesexchange.com Unpublished working paper …. 8 cites.
"The CBOE volatility index–VIX. White Paper". CBO Exchange. 2009. Chicago . 7 cites.
"Nonparametric tests of alternative option pricing models using all reported trades and quotes on thirty most active CBOE option class from August 23 …". M Rubinstein. 1985. Journal of Finance. 7 cites.
"Analysis of volume and price patterns in stocks underlying CBOE options from December 30, 1974 to April 30, 1975". Chicago Board Options Exchange. 1975. Chicago Board Options Exchange . 7 cites.
"The CBOE volatility index®—VIX®. White paper underlying the CBOE-VIX volatility index". CBO Exchange. 2009. . 6 cites.
"CBOE Volatility Index". VIX CBOE. 2003. . 6 cites.
"The New CBOE Volatility Index VIX". CBOE CBOE. 2003. Chicago, September. 6 cites.
"CBOE to Offer Long-Term Equity Options Soon". J Gilardl. 1990. Reuters News, Sep. 6 cites.
"Spreading Strategies in CBOE Options: Evidence on Market Performance". MJ Gombola, RL Roenfeldt…. 1978. Wiley Online Library Journal of Financial …. 6 cites.
"under CBOE Rule 6.8—RAES Operation in Equity Options including Exhibit A". I Policy. . Chapter VI Doing Business on the Exchange Floor, 1. 6 cites.
"Realized EGARCH, CBOE VIX and variance risk premium". P Hansen, Z Huang, T Wang. 2016. creates.au.dk . 5 cites.
"Volatility indexes at CBOE". CBO Exchange. 2012. CBOE. 5 cites.
"An interest rate swap volatility index and contract. Technical white paper underlying the CBOE interest rate swap volatility index". A Mele, Y Obayashi. 2012. . 5 cites.
"New evidence on the effect of CBOE options listing on the volatility of New York listed stocks". K Mazouz. 2007. researchgate.net International Journal of Banking and Finance. 5 cites.
"CBOE constitution and rules: The official constitution and rules of the Chicago Board Options Exchange". CBO Exchange. 1996. Inc. Chicago: Commerce Clearing House. 5 cites.
"Can We Forecast the Implied Volatility Surface Dynamics for CBOE Equity Options?". A Bernales, M Guidolin. 2010. efmaefm.org Predictability and Economic Value Tests (456). 4 cites.
"Does options listing impact on the time-varying risk characteristics of the underlying stocks? Evidence from NYSE stocks listed on the CBOE". K Mazouz, M Bowe. 2009. Taylor & Francis Applied Financial Economics. 4 cites.
"VIX-CBOE volatility index (2003)". CBO Exchange. 2003. URL http://www. cboe. com/micro/vix/vixwhite. pdf. 4 cites.
"The forecast quality of CBOE implied volatility indexes (working paper)". CJ Corrado, TW Miller. 2003. St. Louis, MO: Washington University, Olin School of …. 4 cites.
"On the Distribution of CBOE Option Trade Prices Occurring Between Consecutive Stock Trades". TY Chung, RL Welch, DM Chen. 1997. Springer Review of Quantitative Finance and …. 4 cites.
"La mesure de la liquidite: une application au marche des options de Chicago (CBOE)". D Poincelot. 1996. PRESSES UNIVERSITAIRES DE … FINANCE-PARIS-. 4 cites.
"Analysis of Volume and Price Patterns in Stock Underlying CBOE Options from December 31, 1975 to January 16, 1976". CBO Exchange. 1976. ChicagoCBOE Chicago Board Options Exchange. 4 cites.
"TW (2005). The forecast quality of CBOE implied volatility indexes". C Corrado, JR Miller. . The Journal of Futures Markets. 4 cites.
"lAn Interest Rate Swap Volatility Index and Contract. mTechnical white paper underlying the CBOE Interest Rate Swap Volatility Index". A Mele, Y Obayashi. 2012. . 3 cites.
"CBOE skew index–skew (2011)". CBO Exchange. 2011. URL http://www. cboe. com/micro/skew/introduction …. 3 cites.
"The CBOE skew index-SKEW". CBO Exchange. 2010. Working paper, Chicago . 3 cites.
"CBOE S&P Implied Correlation Index". CBO Exchange. 2009. . 3 cites.
"CBOE 2008 Market Statistics". CBO Exchange. 2009. . 3 cites.
"Variance swaps and CBOE S&P 500 variance futures, Chicago Trading Company, LLC". L Biscamp, T Weithers. 2009. Euromoney Handbooks. 3 cites.
"CBOE 新編 VIX 指數與台指選擇權及實現波動度預測上之應用". 柯政宏. 2004. 撰者 . 3 cites.
"Investigating the Bid-Ask Spread Components between the NYSE and the CBOE. forthcoming". MH Chiang, Y Lin. 2003. Advances in Quantitative Finance and Accounting. 3 cites.
"VIX-CBOE Volatility Index, htt". CBO Exchange. 2003. . 3 cites.
"Terrorist trailed at CBOE". D Roeder. 2001. Chicago Sun-Times. 3 cites.
"Liquidity of equity options traded on the CBOE, analysis of the bid-ask spread and the price and information effects of trading volume". A Vijh. 1987. Unpublished Ph. D. dissertation, University of …. 3 cites.
"Liquidity of equity options on the CBOE: Analysis of the bid-ask spread, and the price and information effects of trading volume". AM Vijh. 1986. Unpublished working paper, University of California …. 3 cites.
"Market Risk and Return Characteristics of CBOE Options". RL Roenfeldt, PL Colley, MJ Gombola. 1976. Unpublished manuscript, Septmeber. 3 cites.
"Rules of the CBOE". WJ Brodsky. 1973. Rev. Sec. Reg.. 3 cites.
"CBOE binary options, April 2010". CBO Exchange. . . 3 cites.
"Guide to the CBOE/CBOT 10 Year Treasury Note Volatility Index (TYVIX index)-part III: compendium of empirical findings". CF Exchange. 2015. . 2 cites.
"A theory of the CBOE SKEW". F Zhen, JE Zhang. 2014. acfr.aut.ac.nz . 2 cites.
"The CBOE SKEW". F Zhen, JE Zhang. 2014. acfr.aut.ac.nz . 2 cites.
"CBOE Volatility Index (VIX), 5 years". CBO Exchange. 2012. URL http://www. cboe. com/micro/VIX/vixintro. aspx …. 2 cites.
"CBOE Interest rate swap volatility index". A Mele, Y Obayashi. 2012. SRVX white paper, chicago Board Options Exchange. 2 cites.
"CBOE History". CBO Exchange. 2012. . 2 cites.
"THE CBOE Skew Index". CBO Exchange. 2011. White Paper. 2 cites.
"CBOE skew index FAQ". CBO Exchange. 2010. Chicago: CBOE. 2 cites.
"CBOE Chief: SEC and CFTC Still in Turf War". B Conway. 2010. The Wall Street Journal. 2 cites.
"CBOE Volatility Index–VIX: The powerful and flexible trading and risk management tool from the Chicago Board Options Exchange". CCBO Exchange. 2009. White Paper . 2 cites.
"The CBOE volatility index-VIX: Chicago Board Options Exchange". CBO Exchange. 2009. . 2 cites.
"Evaluating the Performance Characteristics of the CBOE S&P 500 PutWrite Index". E Knupp. 2008. Ennis Knupp White Paper. 2 cites.
"CBOE Rolls Out Index for Fans of Put Options.". S Sears. 2007. Published at Www. smartmoney. com. 2 cites.
"Modeling And Predicting The Cboe Market Volatility Index. Queen Mary, University of London". M FERNANDES, MC Medeiros, M Scharth. 2006. Working Paper . 2 cites.
"VIX–CBOE Volatility Index". J Krupansky. 2006. Finaxyz . 2 cites.
"CBOE volatility index". C VIX. 2003. Technical report, Chicago . 2 cites.
"VIX: CBOE volatility index". C Documentation. 2003. White Paper. 2 cites.
"Risk-neutral kurtosis, jumps and option pricing: Evidence from 100 most actively traded firms on the CBOE". C Cao, GS Bakshi. 2003. Proceedings of the European Finance Association. 2 cites.
"VIX: CBOE volatility index. Chicago". CBO Exchange. 2003. . 2 cites.
"The CBOE BuyWrite Monthly Index (BXM)". CBO Exchange. 2002. Brochure], CBOE . 2 cites.
"The coherent backscattering opposition effect (CBOE): Search for wavelength dependent changes in the shape of the phase curve". RM Nelson, WD Smythe…. 2000. adsabs.harvard.edu Bulletin of the American …. 2 cites.
"It's Liquidity Stupid, CBOE Ups S & P Limits". JT Holter. 1996. . 2 cites.
"CBOE constitution and rules: The official constitution and rules of the Chicago Board Options Exchange, Inc.". Chicago Board Options Exchange. 1996. Commerce Clearing House Chicago … . 2 cites.
"A Profitable Call Spreading Strategy on the CBOE". R Welch, L Culumovic. 1995. papers.ssrn.com . 2 cites.
"VThe Intraday Behaviour of Bid) Ask Spreads for NYSE Stocks and CBOE Options". K Chan, YP Chung, H Johnson. 1995. V Journal of Quantitative and Financial Analysis …. 2 cites.
"CBOE S&P 500 Three-Month Variance Futures". CF Exchange. 1995. . 2 cites.
"The Intraday Behavior of Bid-Ask Spreads for NYSE Stocks and CBOE Options, 1995". K Chang, Y Chung, H Johnson. 1995. Journal of Financial and Quantitative Analysis. 2 cites.
"CBOE S&P 500 Twelve-Month Variance Futures". CF Exchange. 1995. . 2 cites.
"A Comparison of Actual and Theoretical Transaction Cost Estimates for CBOE-Listed Options". JD Diltz, S Swidler. 1993. Advances in Futures and Options Research. 2 cites.
"CBOE Rejects" Triple Witching" Plan Made by Chicago Mere to Cut Volatility". McMurray. 1987. Wall St. J. 2 cites.
"Article titled “Cboe Traders Fear Creeping Computer”". C Jouzaitis. 1987. Chicago Tribune, Jul. 2 cites.
"CBOE Holds a Lead on Amex in Battle for European-Style Stock-Index Options". McMurray. 1986. Wall St. J. 2 cites.

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