Coming from TeXworks, I found this frustrating because I was used to being able to compile LaTeX and BibTeX all in one go. You can do this in TeXstudio, as well. If you select Options> Configure TeXstudio..., and select Build from the lefthand menu, you'll see a screen (below) that explains the default commands that are run for the various menu buttons and/or keyboard shortcuts. Now you might need to tick the box next to Show Advanced Options and then not untick it because it seems like there is a bug at least in version 2.10.8 of TeXstudio on Ubuntu 16.04. If you modify the Default Compiler option (by clicking the wrench button to the right of the text box), you'll be able to enter a series of commands to run when you compile. The screenshot below, for example, shows how to set this up to run
pdflatex in order to resolve all cross-references.
Edit by geras: I suppose you could now also turn off the Repeat contained compilation commands button to save some time on compilation but I am not sure about it because I am a newbie.