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Kirilenko, Andrei A.'s
Scholarly Papers
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Total
Downloads
12,690 |
Total
Citations
96 |
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1.
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Kirilenko, Andrei A.
MIT Sloan School of Management Kyle, Albert S.
University of Maryland Samadi, Mehrdad
University of North Carolina (UNC) at Chapel Hill - Finance Area Tuzun, Tugkan
Federal Reserve Board
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6,766
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58
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High Frequency Trading, Algorithmic Trading, Flash Crash, Liquidity, Volatility, Price Impact, May 6
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High Frequency Traders and Asset Prices
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Cvitanic, Jaksa
California Institute of Technology - Division of the Humanities and Social Sciences Kirilenko, Andrei A.
MIT Sloan School of Management
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2,141
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10
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Cvitanic, Jaksa
California Institute of Technology - Division of the Humanities and Social Sciences Kirilenko, Andrei A.
MIT Sloan School of Management
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435
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10
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high frequency trading, algorithmic trading, asset prices, limit order market
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Cvitanic, Jaksa
California Institute of Technology - Division of the Humanities and Social Sciences Kirilenko, Andrei A.
MIT Sloan School of Management
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1,706
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high-frequency trading, algorithmic trading, asset prices, limit order market
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3.
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Adamic, Lada
Xerox Corp. - Palo Alto Research Center Brunetti, Celso
Federal Reserve Board Harris, Jeffrey H.
Syracuse University Kirilenko, Andrei A.
MIT Sloan School of Management
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17 Mar 09
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Last Revised:
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14 Mar 10
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889
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2
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trading networks, financial networks, limit order book, limit order markets
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4.
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Sowers, Richard
University of Illinois at Urbana-Champaign - Department of Mathematics Kirilenko, Andrei A.
MIT Sloan School of Management Meng, Xiangqian
University of Illinois at Urbana-Champaign
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597
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5.
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Kirilenko, Andrei A.
MIT Sloan School of Management Lo, Andrew W.
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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20 Mar 13
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Last Revised:
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10 Apr 13
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579
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Algorithmic Trading, High Frequency Trading, Financial Regulation, Systemic Risk
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6.
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Yang, Steve Y.
Stevens Institute of Technology Paddrik, Mark E.
University of Virginia (UVA) Hayes, Roy
University of Virginia Todd, Andrew
University of Virginia (UVA) Kirilenko, Andrei A.
MIT Sloan School of Management Beling, Peter
University of Virginia, Dept. of System & Information Engineering Scherer, William
IEEE Intelligent Transportation Systems Society
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575
(21,139)
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Limit order book, Inverse Reinforcement Learning, Markov Decision Process, Maximum likelihood, Price impact, High Frequency Trading
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7.
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Cohen-Cole, Ethan
University of Maryland - College Park Kirilenko, Andrei A.
MIT Sloan School of Management Patacchini, Eleonora
Università di Roma "La Sapienza"
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30 Apr 10
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Last Revised:
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31 Jan 12
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325
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Financial networks, systemic risk, interconnections, network centrality, spatial autoregressive models, trading limits
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8.
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Discovering the Ecosystem of an Electronic Financial Market with a Dynamic Machine-Learning Method
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Mankad, Shawn
Statistics Department, University of Michigan Michailidis, George
University of Michigan at Ann Arbor Kirilenko, Andrei A.
MIT Sloan School of Management
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Posted:
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21 Mar 11
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Last Revised:
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10 Nov 12
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294
(49,316)
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Mankad, Shawn
Statistics Department, University of Michigan Michailidis, George
University of Michigan at Ann Arbor Kirilenko, Andrei A.
MIT Sloan School of Management
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21 Mar 11
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Last Revised:
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10 Nov 12
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216
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Trading Strategies, High Frequency Trading, Machine Learning, Clustering
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Mankad, Shawn
Statistics Department, University of Michigan Michailidis, George
University of Michigan at Ann Arbor Kirilenko, Andrei A.
MIT Sloan School of Management
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21 Mar 11
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Last Revised:
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10 Nov 12
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78
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Trading Strategies, High Frequency Trading, Machine Learning, Clustering
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9.
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Yang, Steve Y.
Stevens Institute of Technology Qiao, Qifeng
University of Virginia (UVA) - Systems Engineering Beling, Peter
University of Virginia, Dept. of System & Information Engineering Scherer, Willam T.
University of Virginia Kirilenko, Andrei A.
MIT Sloan School of Management
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04 May 12
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Last Revised:
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04 Dec 12
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199
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Inverse Reinforcement Learning, Gaussian Process, High Frequency Trading, Algorithmic Trading, Behavioral Finance, Markov Decision Process
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10.
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Habermeier, Karl
International Monetary Fund (IMF) Kirilenko, Andrei A.
MIT Sloan School of Management
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184
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10
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securities transaction taxes, capital controls
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11.
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Elliott, Matthew
California Institute of Technology - Division of the Humanities and Social Sciences Golub, Benjamin
Stanford Graduate School of Business Kirilenko, Andrei A.
MIT Sloan School of Management
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48
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Experts, Committee, Coarse Information, Delegation, Limited Liability, Commitment
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12.
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Baca Campodonico, Jorge Francisco
PREDICEPERU de Mello, Luiz R.
Organization for Economic Co-Operation and Development (OECD) - Economics Department (ECO) Kirilenko, Andrei A.
MIT Sloan School of Management
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41
(217,763)
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Bank transaction tax, bank debit tax, tax productivity
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13.
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Habermeier, Karl Friedrich
affiliation not provided to SSRN Kirilenko, Andrei A.
MIT Sloan School of Management
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39
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10
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Taxes, Bonds, Capital markets, Capital controls
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14.
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Convective Risk Flows in Commodity Futures Markets
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Versions (2)
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Cheng, Ing-Haw
University of Michigan - Ross School of Business Kirilenko, Andrei A.
MIT Sloan School of Management Xiong, Wei
Princeton University - Department of Economics
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Posted:
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07 Mar 12
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Last Revised:
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21 Mar 13
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13
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5
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Cheng, Ing-Haw
University of Michigan - Ross School of Business Kirilenko, Andrei A.
MIT Sloan School of Management Xiong, Wei
Princeton University - Department of Economics
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13
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Cheng, Ing-Haw
University of Michigan - Ross School of Business Kirilenko, Andrei A.
MIT Sloan School of Management Xiong, Wei
Princeton University - Department of Economics
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07 Mar 12
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Last Revised:
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21 Mar 13
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0
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systemic risk, commodity index traders, hedging pressure
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15.
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Kirilenko, Andrei A.
MIT Sloan School of Management
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16.
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Valuation and Control in Venture Finance
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Versions (2)
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Kirilenko, Andrei A.
MIT Sloan School of Management
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Posted:
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03 Jul 00
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Last Revised:
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07 Nov 09
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Kirilenko, Andrei A.
MIT Sloan School of Management
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0
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Adverse selection, Startups, Venture capitalists, Bargaining, Control rights, Firm financing, Risk management
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Kirilenko, Andrei A.
MIT Sloan School of Management
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