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 5 19 3 6 27 33
A Network Model of Market Prices and Trading Volume 0 0 0 0 0 0 3 203
Are Networks Priced? Network Topology and Order Trading Strategies in High Liquidity Markets 0 2 5 124 3 7 25 349
Convective Risk Flows in Commodity Futures Markets 0 0 3 36 0 1 11 142
Risk and Return in High-Frequency Trading 1 5 15 31 3 15 50 75
Securities Transaction Taxes and Financial Markets 0 0 4 278 1 3 21 760
The Rates and Revenue of Bank Transaction Taxes 0 0 3 136 1 3 22 582
Total Working Papers 1 7 35 624 11 35 159 2,144
1 registered items for which data could not be found


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 3 4 20 112
Convective Risk Flows in Commodity Futures Markets 1 2 11 20 6 13 38 90
Gaussian process-based algorithmic trading strategy identification 0 0 1 6 0 2 11 36
How Sharing Information Can Garble Experts' Advice 0 0 0 13 1 2 8 92
Moore's Law versus Murphy's Law: Algorithmic Trading and Its Discontents 1 1 4 49 2 5 22 189
On the endogeneity of trading arrangements 1 1 2 22 1 1 4 62
Risk and Return in High-Frequency Trading 1 4 13 26 4 16 48 74
The Flash Crash: High-Frequency Trading in an Electronic Market 0 2 30 72 3 9 91 210
Trading networks 0 0 1 2 1 1 12 31
Trading networks and liquidity provision 0 1 9 101 2 3 44 310
Total Journal Articles 4 11 71 311 23 56 298 1,206


Statistics updated 2020-09-04