Concepedia

Andrei Kirilenko

AK

Statistics

Publications

26

Citations

3K

H-Index

21

Active since

2000

Affiliations

University of Cambridge(Current)

Federal Reserve

Bridge University

Federal Reserve Board of Governors

Massachusetts Institute of Technology

Andrei Kirilenko is an author at University of Cambridge specializing in finance, business, and financial economics.

Publications per year

2000–2020

26

Publications

26

The Flash Crash: High‐Frequency Trading in an Electronic Market

Andrei Kirilenko, Albert S. Kyle, Mehrdad Samadi et al. · The Journal of Finance · 2017 · 772 citations · Full text

, , +16

The Flash Crash: The Impact of High Frequency Trading on an Electronic Market

Andrei Kirilenko, Albert S. Kyle, Mehrdad Samadi et al. · SSRN Electronic Journal · 2011 · 404 citations · Full text

, , +12

The Flash Crash: High-Frequency Trading in an Electronic Market

Andrei Kirilenko, Albert S. Kyle, Mehrdad Samadi et al. · SMU Scholar (Southern Methodist University) · 2011 · 350 citations

, , +15

Convective Risk Flows in Commodity Futures Markets

Ing-Haw Cheng, Andrei Kirilenko, Wei Xiong · European Finance Review · 2014 · 243 citations

, , +16

Moore's Law versus Murphy's Law: Algorithmic Trading and Its Discontents

Andrei Kirilenko, Andrew W. Lo · The Journal of Economic Perspectives · 2013 · 215 citations · Full text

, , +17

1–5 of 26