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Andrei Kirilenko

Personal Details

First Name:Andrei
Middle Name:
Last Name:Kirilenko
Suffix:
RePEc Short-ID:pki451
[This author has chosen not to make the email address public]

Affiliation

Business School
Imperial College

London, United Kingdom
http://www.imperial.ac.uk/business-school

: +44 (0)20 7594 9137
+44 (0)20 7823 7685
South Kensington campus, London SW7 2AZ
RePEc:edi:sbimpuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Ing-Haw Cheng & Andrei Kirilenko & Wei Xiong, 2012. "Convective Risk Flows in Commodity Futures Markets," NBER Working Papers 17921, National Bureau of Economic Research, Inc.
  2. Ethan Cohen-Cole & Andrei Kirilenko & Eleonora Patacchini, 2010. "Are Networks Priced? Network Topology and Order Trading Strategies in High Liquidity Markets," EIEF Working Papers Series 1011, Einaudi Institute for Economics and Finance (EIEF), revised Apr 2010.
  3. Jorge Baca-Campodónico & Luiz de Mello & Andrei Kirilenko, 2006. "The Rates and Revenue of Bank Transaction Taxes," OECD Economics Department Working Papers 494, OECD Publishing.
  4. Andrei Kirilenko, 2003. "A Network Model of Market Prices and Trading Volume," Computing in Economics and Finance 2003 2, Society for Computational Economics.
  5. Karl F Habermeier & Andrei A Kirilenko, 2001. "Securities Transaction Taxes and Financial Markets," IMF Working Papers 01/51, International Monetary Fund.
  6. Akira Ariyoshi & Andrei A Kirilenko & Inci Ötker & Bernard J Laurens & Jorge I Canales Kriljenko & Karl F Habermeier, 2000. "Capital Controls; Country Experiences with Their Use and Liberalization," IMF Occasional Papers 190, International Monetary Fund.

Articles

  1. Steve Y. Yang & Qifeng Qiao & Peter A. Beling & William T. Scherer & Andrei A. Kirilenko, 2015. "Gaussian process-based algorithmic trading strategy identification," Quantitative Finance, Taylor & Francis Journals, vol. 15(10), pages 1683-1703, October.
  2. Ing-Haw Cheng & Andrei Kirilenko & Wei Xiong, 2015. "Convective Risk Flows in Commodity Futures Markets," Review of Finance, European Finance Association, vol. 19(5), pages 1733-1781.
  3. Matthew Elliott & Benjamin Golub & Andrei Kirilenko, 2014. "How Sharing Information Can Garble Experts' Advice," American Economic Review, American Economic Association, vol. 104(5), pages 463-468, May.
  4. Cohen-Cole, Ethan & Kirilenko, Andrei & Patacchini, Eleonora, 2014. "Trading networks and liquidity provision," Journal of Financial Economics, Elsevier, vol. 113(2), pages 235-251.
  5. Kirilenko, Andrei & Sowers, Richard B. & Meng, Xiangqian, 2013. "A multiscale model of high-frequency trading," Algorithmic Finance, IOS Press, vol. 2(1), pages 59-98.
  6. Andrei A. Kirilenko & Andrew W. Lo, 2013. "Moore's Law versus Murphy's Law: Algorithmic Trading and Its Discontents," Journal of Economic Perspectives, American Economic Association, vol. 27(2), pages 51-72, Spring.
  7. Andrei A. Kirilenko, 2001. "Valuation and Control in Venture Finance," Journal of Finance, American Finance Association, vol. 56(2), pages 565-587, April.
  8. Kirilenko, Andrei A., 2000. "On the endogeneity of trading arrangements," Journal of Financial Markets, Elsevier, vol. 3(3), pages 287-314, August.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (2) 2006-07-02 2006-07-15
  2. NEP-BAN: Banking (1) 2006-07-15
  3. NEP-CFN: Corporate Finance (1) 2006-07-02
  4. NEP-FIN: Finance (1) 2006-07-15
  5. NEP-MST: Market Microstructure (1) 2010-11-06
  6. NEP-NET: Network Economics (1) 2010-11-06
  7. NEP-PBE: Public Economics (1) 2006-07-15
  8. NEP-PUB: Public Finance (1) 2006-07-15

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