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Arseniy Kukanov

SSRN Author Rank: 6,494 by Downloads and 20,780 by Citations

 

AQR Capital Management, LLC


 Greenwich, CT
 United States
 email address

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. Arseniy Kukanov's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
4,930
Total
Citations
14
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 This Paper | Open PDF in Browser |
JOURNAL OF FINANCIAL ECONOMETRICS (Winter 2014) 12 (1): 47-88.
Number of Pages in PDF File: 32
Cont, Rama
Imperial College London
Kukanov, Arseniy
AQR Capital Management, LLC
Stoikov, Sasha
Cornell Financial Engineering Manhattan
Posted:
28 Nov 10
Last Revised:
17 Sep 15
3,158
(1,678)
13

2.  
Cont, Rama
Imperial College London
Kukanov, Arseniy
AQR Capital Management, LLC
Posted:
02 Oct 12
Last Revised:
23 Nov 14
1,119
(9,500)
1


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