A. Kukanov

Economics and Econometrics · 2010–2012

A researcher in the Science corpus: 2 papers; trusts 13 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 27 citations into it; #8,959 of 23,481 by trust here, #14,051 by citations
• Finance — 24 citations into it; #3,899 of 10,518 by trust here, #5,014 by citations
• Management Science and Operations Research — 6 citations into it
• Accounting — 5 citations into it

Whom A. Kukanov trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Ioanid Rosu
2. Harold J. Kushner
3. David P. Williamson
4. Rama Cont
5. Albert Benveniste
6. Y. Amihud
7. Albert J. Menkveld
8. David B. Shmoys
9. George Yin

Who trusts A. Kukanov overall

1. Rama Cont
2. Adrien de Larrard
3. Matthew F. Dixon
4. Á. Cartea
5. M. Gould
6. Justin A. Sirignano

Papers from A. Kukanov's perspective

Ordered by how strongly the researchers A. Kukanov trusts endorse each paper. Same corpus, a different order for every researcher.

1. Direct Estimation of Equity Market Impact
2. A Dynamic Model of the Limit Order Book
3. Adaptive Algorithms and Stochastic Approximations
4. Limit order book as a market for liquidity
5. High frequency trading and the new market makers
6. Stochastic Approximation and Recursive Algorithms and Applications
7. A Stochastic Approximation Method
8. Liquidity and Asset Prices
9. Optimal execution strategies in limit order books with general shape functions
10. The Price Impact of Order Book Events

Their papers

• The Price Impact of Order Book Events (2010) — 431 citations
• Optimal order placement in limit order markets (2012) — 82 citations