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Kukanov, Arseniy


 SSRN Author Rank: 7,399 by Downloads
 

AQR Capital Management, LLC


 Greenwich, CT
 United States
 email address

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. Kukanov, Arseniy's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
3,608
Total
Citations
16
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
The Price Impact of Order Book Events | Show Abstract | Download |
Cont, Rama, Arseniy Kukanov, and Sasha Stoikov. "The Price Impact of Order Book Events." Journal of Financial Econometrics (2013).
Accepted Paper Series
Cont, Rama
Imperial College London
Kukanov, Arseniy
AQR Capital Management, LLC
Stoikov, Sasha
Cornell Financial Engineering Manhattan
Posted:
28 Nov 10
Last Revised:
03 Jul 13
2,727
(2,105)
16

2.  
Cont, Rama
Imperial College London
Kukanov, Arseniy
AQR Capital Management, LLC
Posted:
02 Oct 12
Last Revised:
23 Nov 14
881
(14,049)
 


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