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Andrei Kirilenko
Andrei Kirilenko
Cambridge Judge Business School
Zweryfikowany adres z jbs.cam.ac.uk - Strona główna
Tytuł
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The flash crash: High‐frequency trading in an electronic market
A Kirilenko, AS Kyle, M Samadi, T Tuzun
The Journal of Finance 72 (3), 967-998, 2017
15562017
Country experiences with the use and liberalization of capital controls
A Ariyoshi, K Habermeier, B Laurens, I Otker-Robe, JI Canales-Kriljenko, ...
IMF Occasional Paper 190, 2000
675*2000
Risk and return in high-frequency trading
M Baron, J Brogaard, B Hagströmer, A Kirilenko
Journal of Financial and Quantitative Analysis, 2017
476*2017
Convective risk flows in commodity futures markets
IH Cheng, A Kirilenko, W Xiong
Review of Finance 19 (5), 1733-1781, 2015
3392015
Moore's law versus murphy's law: Algorithmic trading and its discontents
AA Kirilenko, AW Lo
Journal of Economic Perspectives 27 (2), 51-72, 2013
3212013
Valuation and control in venture finance
AA Kirilenko
The Journal of Finance 56 (2), 565-587, 2001
2582001
Securities transaction taxes and financial markets
K Habermeier, AA Kirilenko
IMF Staff Papers 50 (Suppl 1), 165-180, 2003
2222003
High frequency traders and asset prices
J Cvitanic, AA Kirilenko
Available at SSRN 1569067, 2010
1412010
Trading networks and liquidity provision
E Cohen-Cole, A Kirilenko, E Patacchini
Journal of Financial Economics 113 (2), 235-251, 2014
84*2014
Trading networks
L Adamic, C Brunetti, JH Harris, A Kirilenko
The Econometrics Journal 20 (3), S126-S149, 2017
61*2017
Gaussian process-based algorithmic trading strategy identification
SY Yang, Q Qiao, PA Beling, WT Scherer, AA Kirilenko
Quantitative Finance 15 (10), 1683-1703, 2015
562015
Behavior based learning in identifying high frequency trading strategies
S Yang, M Paddrik, R Hayes, A Todd, A Kirilenko, P Beling, W Scherer
2012 IEEE Conference on Computational Intelligence for Financial Engineering …, 2012
522012
The rates and revenue of bank transaction taxes
J Baca-Campodónico, L De Mello, A Kirilenko
OECD, 2006
482006
Bank debit taxes: Yield vs. disintermediation
A Kirilenko, V Summers
Taxation of financial intermediation: Theory and practice for emerging …, 2003
48*2003
Trading networks
L Adamic, C Brunetti, J Harris, A Kirilenko
Manuscript, University of Michagan, Johns Hopkins University, University of …, 2010
432010
Genetic programming optimization for a sentiment feedback strength based trading strategy
SY Yang, SYK Mo, A Liu, AA Kirilenko
Neurocomputing 264, 29-41, 2017
422017
A Model of the Optimal Selection of Crypto Assets
S Bartolucci, A Kirilenko
ArXiv, 2019
282019
Latency and asset prices
AA Kirilenko, G Lamacie
Available at SSRN 2546567, 2015
252015
Discovering the ecosystem of an electronic financial market with a dynamic machine-learning method
S Mankad, G Michailidis, A Kirilenko
Algorithmic Finance 2 (2), 151-165, 2013
232013
A multiscale model of high-frequency trading
A Kirilenko, RB Sowers, X Meng
Algorithmic Finance 2 (1), 59-98, 2013
162013
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