Carol Alexander

6.5k total citations
175 papers, 4.2k citations indexed

About

Carol Alexander is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Carol Alexander has authored 175 papers receiving a total of 4.2k indexed citations (citations by other indexed papers that have themselves been cited), including 121 papers in Finance, 81 papers in Economics and Econometrics and 31 papers in General Economics, Econometrics and Finance. Recurrent topics in Carol Alexander's work include Financial Risk and Volatility Modeling (73 papers), Financial Markets and Investment Strategies (58 papers) and Market Dynamics and Volatility (45 papers). Carol Alexander is often cited by papers focused on Financial Risk and Volatility Modeling (73 papers), Financial Markets and Investment Strategies (58 papers) and Market Dynamics and Volatility (45 papers). Carol Alexander collaborates with scholars based in United Kingdom, China and Brazil. Carol Alexander's co-authors include Andreas Kaeck, Emese Lazar, José Marı́a Sarabia, Michael Barrow, Gauss M. Cordeiro, Edwin M. M. Ortega, Elizabeth Sheedy, Jaehyuk Choi, Sungbin Sohn and Heungju Park and has published in prestigious journals such as European Journal of Operational Research, Journal of Banking & Finance and Journal of the Operational Research Society.

In The Last Decade

Carol Alexander

168 papers receiving 3.8k citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Carol Alexander United Kingdom	33	2.9k	2.4k	956	469	395	175	4.2k
Stephen Satchell United Kingdom	28	2.4k 0.8×	2.2k 0.9×	677 0.7×	649 1.4×	228 0.6×	204	3.5k
Andrew J. Patton United States	39	5.2k 1.8×	5.0k 2.1×	2.2k 2.3×	739 1.6×	473 1.2×	99	7.0k
Asger Lunde Denmark	27	4.7k 1.6×	3.9k 1.6×	1.5k 1.6×	542 1.2×	355 0.9×	70	5.5k
André Lucas Netherlands	33	3.0k 1.0×	2.3k 1.0×	1.2k 1.2×	387 0.8×	578 1.5×	200	4.1k
Olivier Scaillet Switzerland	27	2.3k 0.8×	1.3k 0.5×	522 0.5×	637 1.4×	553 1.4×	116	3.1k
Stephen J. Leybourne United Kingdom	33	2.3k 0.8×	4.4k 1.9×	3.5k 3.7×	813 1.7×	385 1.0×	137	5.9k
George Kapetanios United Kingdom	34	1.9k 0.6×	4.5k 1.9×	3.3k 3.5×	582 1.2×	370 0.9×	220	5.8k
Dick van Dijk Netherlands	39	3.4k 1.2×	4.0k 1.7×	2.7k 2.9×	830 1.8×	344 0.9×	172	6.1k
Adrian Pagan Australia	28	3.3k 1.2×	5.2k 2.2×	3.9k 4.1×	577 1.2×	603 1.5×	99	7.7k
Peter Christoffersen Canada	41	6.7k 2.3×	4.6k 1.9×	2.1k 2.2×	753 1.6×	337 0.9×	147	7.8k

Countries citing papers authored by Carol Alexander

Since Specialization

Citations

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

Fields of papers citing papers by Carol Alexander

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

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

Co-authorship network of co-authors of Carol Alexander

This figure shows the co-authorship network connecting the top 25 collaborators of Carol Alexander. A scholar is included among the top collaborators of Carol Alexander 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 Carol Alexander. Carol Alexander is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

Sort: Min cites: Since: Top N: Style:

20 of 20 papers shown

1.

Alexander, Carol, et al.. (2023). Delta hedging bitcoin options with a smile. Quantitative Finance. 23(5). 799–817. 11 indexed citations

2.

Alexander, Carol, et al.. (2023). Crypto quanto and inverse options. Mathematical Finance. 33(4). 1005–1043. 12 indexed citations

3.

Alexander, Carol, et al.. (2022). The role of binance in bitcoin volatility transmission. Sussex Research Online (University of Sussex). 22 indexed citations

4.

Alexander, Carol, et al.. (2022). Hedging with automatic liquidation and leverage selection on bitcoin futures. European Journal of Operational Research. 306(1). 478–493. 13 indexed citations

5.

Alexander, Carol, et al.. (2011). ROM Simulation with Rotation Matrices. RePEc: Research Papers in Economics. 2 indexed citations

6.

Alexander, Carol, et al.. (2011). Regime‐dependent smile‐adjusted delta hedging. Journal of Futures Markets. 32(3). 203–229. 19 indexed citations

7.

Alexander, Carol. (2009). Market risk analysis. Volume IV. Value at risk models. Wiley eBooks. 30 indexed citations

8.

Alexander, Carol & Elizabeth Sheedy. (2008). The professional risk managers' guide to finance theory and application. McGraw-Hill eBooks. 1 indexed citations

9.

Alexander, Carol. (2008). Market risk analysis III: pricing, hedging and trading financial instruments. Figshare. 13 indexed citations

10.

Alexander, Carol. (2008). Market risk analysis. Volume I. Quantitative methods in finance. Wiley eBooks. 9 indexed citations

11.

Alexander, Carol. (2008). Market risk analysis IV: value-at-risk models. Figshare. 12 indexed citations

12.

Alexander, Carol. (2008). Quantitative methods in finance. J. Wiley eBooks. 18 indexed citations

13.

Alexander, Carol. (2008). Market risk analysis. Volume II. Practical financial econometrics. Wiley eBooks. 33 indexed citations

14.

Alexander, Carol & Elizabeth Sheedy. (2008). The professional risk manager’s guide to financial markets. McGraw-Hill eBooks. 12(6). 463–74.

15.

Alexander, Carol & Elizabeth Sheedy. (2008). The professional risk managers' guide to finance markets. McGraw-Hill eBooks.

16.

Alexander, Carol. (2001). Mastering risk, volume 2: applications. Figshare. 20 indexed citations

17.

Alexander, Carol. (2000). Visions of risk. 4 indexed citations

18.

Alexander, Carol. (1998). Risk management and analysis volume 1: measuring and modelling financial risk. Figshare. 15 indexed citations

19.

Alexander, Carol. (1998). Risk management and analysis volume 2: new markets and products. Figshare. 1 indexed citations

20.

Alexander, Carol. (1996). The handbook of risk management and analysis. Figshare. 35 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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