Price discovery and microstructure in ether spot and derivative markets[J] INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS 2020(71) Alexander, Carol Choi, Jaehyuk Massie, Hamish R. A. Sohn, Sungbin
Hedging with automatic liquidation and leverage selection on bitcoin futures[J] EUROPEAN JOURNAL OF OPERATIONAL RESEARCH 2023(306) Alexander, Carol Deng, Jun Zou, Bin
Net buying pressure and the information in bitcoin option trades[J] JOURNAL OF FINANCIAL MARKETS 2023(63) Alexander, Carol Deng, Jun Feng, Jianfen Wan, Huning
Crypto quanto and inverse options[J] MATHEMATICAL FINANCE 2023 Alexander, Carol Chen, Ding Imeraj, Arben
BitMEX bitcoin derivatives: Price discovery, informational efficiency, and hedging effectiveness[J] JOURNAL OF FUTURES MARKETS 2019(40) Alexander, Carol Choi, Jaehyuk Park, Heungju Sohn, Sungbin
Delta hedging bitcoin options with a smile[J] QUANTITATIVE FINANCE 2023(23) Alexander, Carol Imeraj, Arben
Assessing the accuracy of exponentially weighted moving average models for Value-at-Risk and Expected Shortfall of crypto portfolios[J] QUANTITATIVE FINANCE Alexander, Carol Dakos, Michael
