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Andrei A. Kirilenko

SSRN Author Rank: 594 by Downloads and 4,635 by Citations

 Visiting Professor of Finance
 

Brevan Howard Centre for Financial Analysis, Imperial College Business School


 South Kensington Campus
 Exhibition Road
 London SW7 2AZ, DC SW7 2AZ
 United Kingdom
 email address

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. Andrei A. Kirilenko's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
26,872
Total
Citations
112
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Kirilenko, Andrei A.
Brevan Howard Centre for Financial Analysis, Imperial College Business School
Kyle, Albert S.
University of Maryland
Samadi, Mehrdad
Southern Methodist University (SMU) - Edwin L. Cox School of Business
Tuzun, Tugkan
Federal Reserve Board
Posted:
27 May 11
Last Revised:
09 Jul 16
10,774
(164)
58

2.   Incl. Electronic Paper
Cvitanic, Jaksa
California Institute of Technology - Division of the Humanities and Social Sciences
Kirilenko, Andrei A.
Brevan Howard Centre for Financial Analysis, Imperial College Business School
Posted:
15 Mar 10
3,248
(2,081)
15

3.  
Baron, Matthew D.
Cornell University - Samuel Curtis Johnson Graduate School of Management
Brogaard, Jonathan
University of Washington - Department of Finance and Business Economics
Hagströmer, Björn
Stockholm University - Stockholm Business School
Kirilenko, Andrei A.
Brevan Howard Centre for Financial Analysis, Imperial College Business School
Posted:
06 May 14
Last Revised:
23 Feb 16
1,713
(3,358)
7

4.  
Yang, Steve Y.
Stevens Institute of Technology
Paddrik, Mark E.
Government of the United States of America - Office of Financial Research
Hayes, Roy
University of Virginia
Todd, Andrew
University of Virginia
Kirilenko, Andrei A.
Brevan Howard Centre for Financial Analysis, Imperial College Business School
Beling, Peter
University of Virginia, Dept. of System & Information Engineering
Scherer, William
IEEE Intelligent Transportation Systems Society
Posted:
08 Nov 11
1,228
(9,442)
 

5.  
Kirilenko, Andrei A.
Brevan Howard Centre for Financial Analysis, Imperial College Business School
Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Posted:
20 Mar 13
Last Revised:
10 Apr 13
1,172
(10,345)
 

6.  
Adamic, Lada
Xerox Corp. - Palo Alto Research Center
Brunetti, Celso
Board of Governors of the Federal Reserve System
Harris, Jeffrey H.
American University
Kirilenko, Andrei A.
Brevan Howard Centre for Financial Analysis, Imperial College Business School
Posted:
17 Mar 09
Last Revised:
14 Mar 10
1,131
(11,274)
2

7.  
A Multiscale Model of High-Frequency Trading | Show Abstract | Download This Paper | Open PDF in Browser |
Algorithmic Finance (2013), 2:1, 59-98
Number of Pages in PDF File: 41
Sowers, Richard
University of Illinois at Urbana-Champaign - Department of Mathematics
Kirilenko, Andrei A.
Brevan Howard Centre for Financial Analysis, Imperial College Business School
Meng, Xiangqian
University of Illinois at Urbana-Champaign
Posted:
26 Apr 12
878
(16,568)
1

8.  
Discovering the Ecosystem of an Electronic Financial Market with a Dynamic Machine-Learning Method | Show Abstract | Download This Paper | Open PDF in Browser |
AFA 2012 Chicago Meetings Paper, Algorithmic Finance 2013, 2:2, 151-165
Number of Pages in PDF File: 16
Mankad, Shawn
Cornell University
Michailidis, George
University of Michigan at Ann Arbor
Kirilenko, Andrei A.
Brevan Howard Centre for Financial Analysis, Imperial College Business School
Posted:
21 Mar 11
Last Revised:
08 Oct 13
537
(37,116)
 

9.  
Kirilenko, Andrei A.
Brevan Howard Centre for Financial Analysis, Imperial College Business School
Mankad, Shawn
Cornell University
Michailidis, George
University of Michigan at Ann Arbor
Posted:
12 Jan 14
Last Revised:
30 Jun 14
433
(43,232)
 

10.  
Cohen-Cole, Ethan
Econ One Research
Kirilenko, Andrei A.
Brevan Howard Centre for Financial Analysis, Imperial College Business School
Patacchini, Eleonora
Università di Roma "La Sapienza"
Posted:
30 Apr 10
Last Revised:
31 Jan 12
376
(54,766)
 

11.  
Yang, Steve Y.
Stevens Institute of Technology
Qiao, Qifeng
University of Virginia - Systems Engineering
Beling, Peter
University of Virginia, Dept. of System & Information Engineering
Scherer, William T.
University of Virginia
Kirilenko, Andrei A.
Brevan Howard Centre for Financial Analysis, Imperial College Business School
Posted:
04 May 12
Last Revised:
04 Dec 12
374
(46,807)
 

12.  
Kirilenko, Andrei A.
Brevan Howard Centre for Financial Analysis, Imperial College Business School
Lamacie, Gui
BM&F BOVESPA
Posted:
09 Jan 15
Last Revised:
18 Jan 15
323
(40,907)
 

13.  
Habermeier, Karl
International Monetary Fund (IMF)
Kirilenko, Andrei A.
Brevan Howard Centre for Financial Analysis, Imperial College Business School
Posted:
29 Jan 06
231
(95,140)
10

14.   Incl. Electronic Paper
Cheng, Ing-Haw
Tuck School of Business at Dartmouth
Kirilenko, Andrei A.
Brevan Howard Centre for Financial Analysis, Imperial College Business School
Xiong, Wei
Princeton University - Department of Economics
Posted:
07 Mar 12
Last Revised:
09 Sep 14
71
(248,139)
9

15.  
Kirilenko, Andrei A.
Brevan Howard Centre for Financial Analysis, Imperial College Business School
Sowers, Richard
University of Illinois at Urbana-Champaign - Department of Mathematics
Posted:
21 Jun 15
67
(160,883)
 

16.  
Baca Campodonico, Jorge Francisco
PREDICEPERU
de Mello, Luiz R.
OECD
Kirilenko, Andrei A.
Brevan Howard Centre for Financial Analysis, Imperial College Business School
Posted:
29 Jul 10
60
(226,582)
 

17.  
Elliott, Matthew
California Institute of Technology - Division of the Humanities and Social Sciences
Golub, Benjamin
Stanford Graduate School of Business
Kirilenko, Andrei A.
Brevan Howard Centre for Financial Analysis, Imperial College Business School
Posted:
24 Nov 10
58
(256,081)
 

18.  
Habermeier, Karl Friedrich
affiliation not provided to SSRN
Kirilenko, Andrei A.
Brevan Howard Centre for Financial Analysis, Imperial College Business School
Posted:
11 Aug 09
45
(300,610)
10

19.  
Kirilenko, Andrei A.
Brevan Howard Centre for Financial Analysis, Imperial College Business School
Posted:
11 Jul 00
 

20.   Incl. Electronic Paper
Kirilenko, Andrei A.
Brevan Howard Centre for Financial Analysis, Imperial College Business School
Posted:
03 Jul 00
Last Revised:
07 Nov 09
 


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