Andrew Carverhill

1.0k total citations
34 papers, 483 citations indexed

About

Andrew Carverhill is a scholar working on Finance, Economics and Econometrics and Mathematical Physics. According to data from OpenAlex, Andrew Carverhill has authored 34 papers receiving a total of 483 indexed citations (citations by other indexed papers that have themselves been cited), including 24 papers in Finance, 10 papers in Economics and Econometrics and 6 papers in Mathematical Physics. Recurrent topics in Andrew Carverhill's work include Stochastic processes and financial applications (17 papers), Financial Markets and Investment Strategies (11 papers) and Mathematical Dynamics and Fractals (6 papers). Andrew Carverhill is often cited by papers focused on Stochastic processes and financial applications (17 papers), Financial Markets and Investment Strategies (11 papers) and Mathematical Dynamics and Fractals (6 papers). Andrew Carverhill collaborates with scholars based in Hong Kong, United Kingdom and Taiwan. Andrew Carverhill's co-authors include Ronald W. Anderson, K. D. Elworthy, Stewart D. Hodges, Les Clewlow, Ross H. McLeod, Dirk Tomsa, Budi Setiyono, Thee Kian Wie, Siwage Dharma Negara and Dan Luo and has published in prestigious journals such as Review of Financial Studies, The Economic Journal and Transactions of the American Mathematical Society.

In The Last Decade

Andrew Carverhill

29 papers receiving 425 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Andrew Carverhill Hong Kong	11	285	108	96	77	50	34	483
Robert Fernholz United States	14	365 1.3×	238 2.2×	69 0.7×	61 0.8×	23 0.5×	25	536
Jesús Marı́n-Solano Spain	12	107 0.4×	180 1.7×	41 0.4×	35 0.5×	81 1.6×	28	398
Ludger Overbeck Germany	15	621 2.2×	204 1.9×	101 1.1×	125 1.6×	14 0.3×	48	805
Dylan Possamaï France	15	486 1.7×	264 2.4×	30 0.3×	28 0.4×	20 0.4×	52	616
Stéphane Crépey France	19	891 3.1×	191 1.8×	63 0.7×	24 0.3×	20 0.4×	67	1.0k
Stanley Kogelman United States	10	175 0.6×	138 1.3×	12 0.1×	112 1.5×	76 1.5×	32	482
Ulrich Horst Germany	18	477 1.7×	503 4.7×	64 0.7×	21 0.3×	66 1.3×	72	796
Wolfgang Bühler Germany	10	207 0.7×	106 1.0×	56 0.6×	23 0.3×	17 0.3×	60	412
Guangjun Shen China	14	278 1.0×	334 3.1×	64 0.7×	128 1.7×	29 0.6×	90	756
Ivar Massabó Italy	13	150 0.5×	64 0.6×	69 0.7×	9 0.1×	32 0.6×	42	392

Countries citing papers authored by Andrew Carverhill

Since Specialization

Citations

This map shows the geographic impact of Andrew Carverhill'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 Andrew Carverhill with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Andrew Carverhill more than expected).

Fields of papers citing papers by Andrew Carverhill

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Andrew Carverhill. 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 Andrew Carverhill. The network helps show where Andrew Carverhill may publish in the future.

Co-authorship network of co-authors of Andrew Carverhill

This figure shows the co-authorship network connecting the top 25 collaborators of Andrew Carverhill. A scholar is included among the top collaborators of Andrew Carverhill 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 Andrew Carverhill. Andrew Carverhill 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

Carverhill, Andrew & Dan Luo. (2022). A Bayesian analysis of time-varying jump risk in S&P 500 returns and options. Journal of Financial Markets. 64. 100786–100786. 2 indexed citations

Carverhill, Andrew & Dan Luo. (2019). Pricing and integration of credit default swap index tranches. Journal of Futures Markets. 40(4). 503–526. 2 indexed citations

Carverhill, Andrew. (2014). A Q-Theory Model of Corporate Liquidity and Capital Structure: Development, Fitting and Applications. SSRN Electronic Journal. 1 indexed citations

Anderson, Ronald W. & Andrew Carverhill. (2011). Corporate Liquidity and Capital Structure. Review of Financial Studies. 25(3). 797–837. 72 indexed citations

Carverhill, Andrew. (2011). Liquidity and Capital Structure. SSRN Electronic Journal. 6 indexed citations

Luo, Dan & Andrew Carverhill. (2011). Pricing and Integration of the CDX Tranches in the Financial Market. SSRN Electronic Journal. 3 indexed citations

Wie, Thee Kian, Siwage Dharma Negara, Dirk Tomsa, et al.. (2010). Bulletin of Indonesian Economic Studies. 52 indexed citations

Carverhill, Andrew, et al.. (2010). Indonesia's stock market: evolving role, growing efficiency. Bulletin of Indonesian Economic Studies. 46(3). 329–346. 6 indexed citations

Carverhill, Andrew, et al.. (2009). An efficient ex-ante criterion for ranking investment strategies. Applied Mathematics and Computation. 210(1). 258–268.

10.

Carverhill, Andrew, et al.. (2009). The smirk in the S&P500 futures options prices: a linearized factor analysis. Review of Derivatives Research. 12(2). 109–139. 5 indexed citations

11.

Carverhill, Andrew & Alex W.H. Chan. (2006). Jardine Matheson Group's Delisting from the Stock Exchange of Hong Kong: Evidence on International Market Integration/Segmentation. Review of Pacific Basin Financial Markets and Policies. 9(2). 213–228. 1 indexed citations

12.

Kung, James Kai‐sing & Andrew Carverhill. (2005). A cointegration study of the efficiency of the US Treasury STRIPS market. Applied Economics. 37(6). 695–703. 6 indexed citations

13.

Carverhill, Andrew, et al.. (2003). Alternative Neural Network Approach for Option Pricing and Hedging. SSRN Electronic Journal. 13 indexed citations

14.

Clewlow, Les & Andrew Carverhill. (1996). A note on the efficiency of the binomial option pricing model. European Journal of Finance. 2(3). 297–304.

15.

Carverhill, Andrew. (1994). WHEN IS THE SHORT RATE MARKOVIAN?. Mathematical Finance. 4(4). 305–312. 73 indexed citations

16.

Hodges, Stewart D. & Andrew Carverhill. (1993). Quasi Mean Reversion in an Efficient Stock Market: The Characterisation of Economic Equilibria which Support Black-Scholes Option Pricing. The Economic Journal. 103(417). 395–395. 22 indexed citations

17.

Carverhill, Andrew & Franz Pedit. (1992). Global solutions of the Navier-Stokes equation with strong viscosity. Annals of Global Analysis and Geometry. 10(3). 255–261. 5 indexed citations

18.

Carverhill, Andrew & K. D. Elworthy. (1986). Lyapunov exponents for a stochastic analogue of the geodesic flow. Transactions of the American Mathematical Society. 295(1). 85–85. 3 indexed citations

19.

Carverhill, Andrew, et al.. (1986). Lyapunov Exponents for a Stochastic Analogue of the Geodesic Flow. Transactions of the American Mathematical Society. 295(1). 85–85. 2 indexed citations

20.

Carverhill, Andrew. (1985). A formula for the lyapunov numbers of a stochastic flow. application to a perturbation theorem. Stochastics. 14(3). 209–226. 16 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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