Alexander David

1.1k total citations
23 papers, 710 citations indexed

About

Alexander David is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Alexander David has authored 23 papers receiving a total of 710 indexed citations (citations by other indexed papers that have themselves been cited), including 18 papers in Finance, 13 papers in Economics and Econometrics and 8 papers in General Economics, Econometrics and Finance. Recurrent topics in Alexander David's work include Financial Markets and Investment Strategies (11 papers), Monetary Policy and Economic Impact (8 papers) and Market Dynamics and Volatility (7 papers). Alexander David is often cited by papers focused on Financial Markets and Investment Strategies (11 papers), Monetary Policy and Economic Impact (8 papers) and Market Dynamics and Volatility (7 papers). Alexander David collaborates with scholars based in Canada, United States and United Kingdom. Alexander David's co-authors include Pietro Veronesi, Alfred Lehar, Simon Potter, Adriano A. Rampini, Martin Lettau, Owen Lamont, Kees Teunissen, Kohei Hashimoto, T. Yano and Pablo Pardo and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and Management Science.

In The Last Decade

Alexander David

23 papers receiving 670 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Alexander David Canada	11	592	446	254	106	38	23	710
Alberto Plazzi Switzerland	12	477 0.8×	486 1.1×	117 0.5×	138 1.3×	33 0.9×	35	627
Roméo Tédongap France	12	513 0.9×	337 0.8×	139 0.5×	55 0.5×	32 0.8×	36	568
Daniel Bunčić Switzerland	12	337 0.6×	395 0.9×	289 1.1×	54 0.5×	64 1.7×	49	584
Filip Žikeš United Kingdom	12	388 0.7×	400 0.9×	187 0.7×	35 0.3×	33 0.9×	41	524
Andrea Vedolin United States	13	480 0.8×	331 0.7×	214 0.8×	73 0.7×	20 0.5×	29	555
Niklas Wagner Germany	10	290 0.5×	223 0.5×	61 0.2×	89 0.8×	31 0.8×	33	360
Anders B. Trolle Denmark	13	721 1.2×	429 1.0×	191 0.8×	39 0.4×	21 0.6×	26	813
Mateusz Pipień Poland	11	222 0.4×	143 0.3×	70 0.3×	96 0.9×	12 0.3×	51	297
Chris Otrok United States	13	429 0.7×	468 1.0×	474 1.9×	37 0.3×	16 0.4×	25	669
Manuel M. F. Martins Portugal	11	206 0.3×	317 0.7×	254 1.0×	19 0.2×	22 0.6×	29	424

Countries citing papers authored by Alexander David

Since Specialization

Citations

This map shows the geographic impact of Alexander David's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Alexander David with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Alexander David more than expected).

Fields of papers citing papers by Alexander David

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Alexander David. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Alexander David. The network helps show where Alexander David may publish in the future.

Co-authorship network of co-authors of Alexander David

This figure shows the co-authorship network connecting the top 25 collaborators of Alexander David. A scholar is included among the top collaborators of Alexander David based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Alexander David. Alexander David is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

1.

David, Alexander & Pietro Veronesi. (2022). A Survey of Alternative Measures of Macroeconomic Uncertainty: Which Measures Forecast Real Variables and Explain Fluctuations in Asset Volatilities Better?. Annual Review of Financial Economics. 14(1). 439–463. 5 indexed citations

2.

David, Alexander & Pietro Veronesi. (2022). A Survey of Alternative Measures of Macroeconomic Uncertainty: Which Measures Forecast Real Variables and Explain Fluctuations in Asset Volatilities Better?. SSRN Electronic Journal. 1 indexed citations

3.

David, Alexander, et al.. (2020). When is the Price of Dispersion Risk Positive?. SSRN Electronic Journal. 2 indexed citations

4.

David, Alexander. (2018). Exploration Activity, Long-run Decisions, and the Risk Premium in Energy Futures. Review of Financial Studies. 32(4). 1536–1572. 10 indexed citations

5.

David, Alexander, Kohei Hashimoto, Sophie Jost, et al.. (2017). CIE 2017 colour fidelity index for accurate scientific use. 30 indexed citations

6.

David, Alexander & Alfred Lehar. (2017). Imperfect Renegotiations in Interbank Financial Networks. Management Science. 3 indexed citations

7.

David, Alexander & Pietro Veronesi. (2014). Investors' and Central Bank's Uncertainty Embedded in Index Options. Review of Financial Studies. 27(6). 1661–1716. 30 indexed citations

8.

David, Alexander & Pietro Veronesi. (2013). What Ties Return Volatilities to Price Valuations and Fundamentals?. Journal of Political Economy. 121(4). 682–746. 174 indexed citations

9.

David, Alexander & Alfred Lehar. (2011). Why are Banks Highly Interconnected?. SSRN Electronic Journal. 8 indexed citations

10.

David, Alexander & Pietro Veronesi. (2010). What Ties Return Volatilities to Price Valuations and Fundamentals?. SSRN Electronic Journal. 60 indexed citations

11.

David, Alexander. (2008). Heterogeneous Beliefs, Speculation, and the Equity Premium. The Journal of Finance. 63(1). 41–83. 160 indexed citations

12.

David, Alexander. (2007). Inflation Uncertainty, Asset Valuations, and the Credit Spreads Puzzle. Review of Financial Studies. 21(6). 2487–2534. 18 indexed citations

13.

David, Alexander, Pietro Veronesi, Owen Lamont, et al.. (2006). Inflation and Earnings Uncertainty and Volatility Forecasts. 24 indexed citations

14.

David, Alexander. (2004). Heterogeneous Beliefs, Speculation, and the Equity Premium. SSRN Electronic Journal. 52 indexed citations

15.

David, Alexander. (2001). Pricing the Strategic Value of Putable Securities in Liquidity Crises. SSRN Electronic Journal. 3 indexed citations

16.

David, Alexander. (2001). Pricing the strategic value of putable securities in liquidity crises. Journal of Financial Economics. 59(1). 63–99. 16 indexed citations

17.

David, Alexander & Pietro Veronesi. (2000). Option Prices with Uncertain Fundamentals: Theory and Evidence on the Dynamics of Implied Volatilities. SSRN Electronic Journal. 42 indexed citations

18.

David, Alexander & Pietro Veronesi. (1999). Option Prices with Uncertain Fundamentals Theory and Evidence on the Dynamics of Implied Volatilities. Finance and Economics Discussion Series. 1999.0(47). 1–66. 49 indexed citations

19.

David, Alexander. (1998). Fluctuating Confidence in Stock Markets: Implications for Returns and Volatility. SSRN Electronic Journal. 7 indexed citations

20.

David, Alexander, et al.. (1987). The Perils of Market Value Averages. SPE Annual Technical Conference and Exhibition. 3 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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