Andrei A. Kirilenko
Economics and Econometrics · 2000–2018
A researcher in the Science corpus: 8 papers; trusts 34 researchers and is trusted by 7 researchers here, as inferred from the citation graph.
Subfields
- Economics and Econometrics — 278 citations into it; #9,224 of 23,481 by trust here, #10,133 by citations
- Finance — 239 citations into it
- Accounting — 79 citations into it; #3,483 of 8,970 by trust here, #3,269 by citations
- Strategy and Management — 37 citations into it
- Management Science and Operations Research — 26 citations into it
Whom Andrei A. Kirilenko trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Terrence Hendershott
- Joel Hasbrouck
- Ananth Madhavan
- Charles M. Jones
- Tobias Adrian
- Albert J. Menkveld
- Thierry Foucault
- Ioanid Rosu
- R. Gürkaynak
- Grace Xing Hu
Who trusts Andrei A. Kirilenko overall
- Douglas J. Cumming
- David A. Easley
- Andrew Wong
- Maureen O’Hara
- Albert J. Menkveld
- Jonathan Brogaard
- Rama Cont
- Armin Schwienbacher
- Terrence Hendershott
- Ryan Riordan
Papers from Andrei A. Kirilenko's perspective
Ordered by how strongly the researchers Andrei A. Kirilenko trusts endorse each paper. Same corpus, a different order for every researcher.
- Does Algorithmic Trading Improve Liquidity
- Simple Formulas for Standard Errors that Cluster by Both Firm and Time
- The Diversity of High-Frequency Traders
- Technology and Liquidity Provision: The Blurring of Traditional Definitions
- High Frequency Trading and Price Discovery (Social Science Research Network)
- The High-Frequency Trading Arms Race: Frequent Batch Auctions as a Market Design Response
- Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market: Rise of the Machines
- A Dynamic Limit Order Market with Fast and Slow Traders (Social Science Research Network)
- Liquidity and Leverage
- Informed Traders and Limit Order Markets
Their papers
- High Frequency Traders and Asset Prices (2010) — 113 citations
- Risk and Return in High-Frequency Trading (2018) — 167 citations
- The Flash Crash: High-Frequency Trading in an Electronic Market (2017) — 711 citations
- Convective Risk Flows in Commodity Futures Markets (2015) — 277 citations
- The Flash Crash: The Impact of High Frequency Trading on an Electronic Market (2011) — 603 citations
- Valuation and Control in Venture Finance (2001) — 137 citations
- Securities Transaction Taxes and Financial Markets (2001) — 117 citations
- Capital Controls: Country Experiences with Their Use and Liberalization (2000) — 342 citations