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Kukanov, Arseniy


 SSRN Author Rank: 7,523 by Downloads
 

Columbia University - Department of Industrial Engineering and Operations Research (IEOR)


 331 S.W. Mudd Building
 500 West 120th Street
 New York, NY 10027
 United States
 email address
 

Columbia University - Center for Financial Engineering


 500 W. 120th St
 New York, NY 10027
 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
3,503
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 |
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
Columbia University - Center for Financial Engineering
Stoikov, Sasha
Cornell Financial Engineering Manhattan
Posted:
28 Nov 10
Last Revised:
03 Jul 13
2,660
(2,163)
16

2.  
Cont, Rama
Imperial College London
Kukanov, Arseniy
Columbia University - Center for Financial Engineering
Posted:
02 Oct 12
Last Revised:
03 Jul 13
843
(14,811)
1


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