Access Statistics for Andrei Kirilenko

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Model of the Optimal Selection of Crypto Assets 0 0 2 23 0 1 6 56
A Network Model of Market Prices and Trading Volume 0 0 0 0 0 0 0 207
Are Networks Priced? Network Topology and Order Trading Strategies in High Liquidity Markets 1 1 1 127 1 2 4 370
Convective Risk Flows in Commodity Futures Markets 0 0 1 37 0 0 2 151
Risk and Return in High-Frequency Trading 0 0 2 36 0 2 9 95
The Rates and Revenue of Bank Transaction Taxes 0 0 0 138 2 2 4 600
Total Working Papers 1 1 6 361 3 7 25 1,479


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A multiscale model of high-frequency trading 0 0 0 0 0 1 4 127
Convective Risk Flows in Commodity Futures Markets 0 1 1 31 2 6 13 158
Gaussian process-based algorithmic trading strategy identification 0 0 0 9 0 2 4 50
How Sharing Information Can Garble Experts' Advice 0 0 0 13 0 1 2 102
Moore's Law versus Murphy's Law: Algorithmic Trading and Its Discontents 0 0 0 57 1 1 4 221
On the endogeneity of trading arrangements 0 0 0 22 0 0 1 63
Risk and Return in High-Frequency Trading 2 3 6 49 2 5 15 165
The Flash Crash: High-Frequency Trading in an Electronic Market 4 7 11 115 7 15 29 340
Trading networks 0 0 3 10 0 1 8 54
Trading networks and liquidity provision 1 1 3 111 1 1 11 347
Total Journal Articles 7 12 24 417 13 33 91 1,627


Statistics updated 2023-05-07