2026 Carol Alexander: Economics and Finance Researcher – H-Index, Publications & Awards

Discipline name	D-Index	World Ranking	Current World Ranking	National Ranking	Current National Ranking	Publications	Citations
Economics and Finance	47	1592	1422	176	161	223	9459

Discipline name

D-Index

World Ranking

Current World Ranking

National Ranking

Current National Ranking

Publications

Citations

Economics and Finance

1592

1422

176

161

223

9459

Overview

Carol Alexander is affiliated with the University of Sussex in the United Kingdom and has a research portfolio primarily centered on economics, econometrics, and finance.

The main fields of study in their work include:

Economics, Econometrics and Finance

Within this broad field, the subfields emphasized are:

Finance
Economics and Econometrics
Information Systems
General Economics, Econometrics and Finance
Management Science and Operations Research

Their research covers a variety of interconnected topics, notably:

Financial Markets and Investment Strategies
Market Dynamics and Volatility
Blockchain Technology Applications and Security
Financial Risk and Volatility Modeling
Complex Systems and Time Series Analysis
Monetary Policy and Economic Impact
Stochastic Processes and Financial Applications

Carol Alexander's frequent co-authors include:

Jun Deng
Arben Imeraj
Xiaochun Meng
Xi Chen
Daniel F. Heck

This collaboration network indicates a consistent engagement with research partners across multiple projects.

Regarding publication venues, their work has appeared most frequently in:

SSRN Electronic Journal
arXiv (Cornell University)
Wilmott
The Journal of Alternative Investments
European Journal of Operational Research

Selected recent papers include:

Price discovery in Bitcoin: The impact of unregulated markets (2020), Journal of Financial Stability
Price discovery and microstructure in ether spot and derivative markets (2020), International Review of Financial Analysis
Net Buying Pressure and the Information in Bitcoin Option Trades (2021), SSRN Electronic Journal
Net buying pressure and the information in bitcoin option trades (2022), Journal of Financial Markets
The Bitcoin VIX and Its Variance Risk Premium (2020), The Journal of Alternative Investments

Best Publications

Market Models: A Guide to Financial Data Analysis

Carol Alexander

865
Citations
Generalized beta-generated distributions

Carol Alexander;Gauss M. Cordeiro;Edwin M. M. Ortega;José María Sarabia

461
Citations
Regime dependent determinants of credit default swap spreads

Carol Alexander;Andreas Kaeck

400
Citations
Cointegration and market integration: An application to the Indonesian rice market

Carol Alexander;John Wyeth

385
Citations
Optimal hedging using cointegration

Carol Alexander

329
Citations
Seasonality and cointegration of regional house prices in the UK

Carol Alexander;Michael Barrow

313
Citations
On the Covariance Matrices Used in Value at Risk Models

C.O. Alexander;C.T. Leigh

285
Citations
Normal mixture GARCH(1,1): applications to exchange rate modelling

Carol Alexander;Emese Lazar

270
Citations
Operational Risk: Regulation, Analysis and Management

Carol Alexander

263
Citations
Risk management and analysis volume 1: measuring and modelling financial risk

Carol Alexander

240
Citations
Developing a stress testing framework based on market risk models

Carol Alexander;Carol Alexander;Elizabeth Sheedy;Elizabeth Sheedy

219
Citations
Risk management and analysis

Carol Alexander

214
Citations
Indexing and Statistical Arbitrage

Carol Alexander;Anca Dimitriu

181
Citations
A critical investigation of cryptocurrency data and analysis

C. Alexander;M. Dakos

176
Citations
The handbook of risk management and analysis

Carol Alexander

170
Citations
Market risk analysis II: practical financial econometrics

Carol Alexander

153
Citations
Hedging exchange traded mutual funds or other portfolio basket products

Clifford J. Weber;Carol Alexander;Charles A. Baker;Jason J MacQueen

143
Citations
Systems and methods for trading actively managed funds

Clifford J. Weber;Carol Alexander;Jason MacQueen;Charles A. Baker

135
Citations
Principal component models for generating large GARCH covariance matrices

Carol Alexander

134
Citations
A Primer on the Orthogonal GARCH Model

Carol Alexander

129
Citations

Frequent Co-Authors

Geert Bekaert Columbia University

External Links

Personal website of Carol Alexander Google Scholar page

If you think any of the details on this page are incorrect, let us know.

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