Concepedia

Andrei Kirilenko

AK

24

Publications

2.5K

Citations

19

H-Index

2000

Active since

Affiliations

University of Cambridge(Current)

Federal Reserve

University of Michigan

New School

Federal Reserve Board of Governors

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

Top concepts

Publications per year

2000–2020

24

Publications

24

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

Andrei Kirilenko, Albert S. Kyle, Mehrdad Samadi et al. · The Journal of Finance · 2017 · 738 citations · Full text

, , +14

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

Andrei Kirilenko, Tugkan Tuzun · SSRN Electronic Journal · 2011 · 404 citations · Full text

Convective Risk Flows in Commodity Futures Markets

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

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

Andrei Kirilenko, Andrew W. Lo · The Journal of Economic Perspectives · 2013 · 213 citations · Full text

, , +23

The Trading Profits of High Frequency Traders

Matthew Baron, Jonathan Brogaard, Andrei Kirilenko · SSRN Electronic Journal · 2012 · 139 citations · Full text

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