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Kukanov, Arseniy


 SSRN Author Rank: 7,029 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
4,008
Total
Citations
17
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 |
Cont, Rama, Arseniy Kukanov, and Sasha Stoikov. "The Price Impact of Order Book Events." Journal of Financial Econometrics (2013).
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:
03 Jul 13
2,993
(1,918)
16

2.  
Cont, Rama
Imperial College London
Kukanov, Arseniy
AQR Capital Management, LLC
Posted:
02 Oct 12
Last Revised:
23 Nov 14
1,015
(12,261)
1


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