Andrei Kirilenko
Impact in
- Finance top 0.5%
- Financial Markets and Investment Strategies
- Financial Risk and Volatility Modeling
- Banking stability, regulation, efficiency
- Economics and Econometrics top 0.5%
- Complex Systems and Time Series Analysis
- Market Dynamics and Volatility
Papers in
- Finance 30
- Financial Markets and Investment Strategies 22
- Banking stability, regulation, efficiency 6
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- Complex Systems and Time Series Analysis 16
- Economic theories and models 5
- Market Dynamics and Volatility 5
- Co-authors
- Mehrdad Samadi (4 shared papers)Albert S. Kyle (4 shared papers)Tugkan Tuzun (4 shared papers)Andrew W. Lo (2 shared papers)Ing-Haw Cheng (2 shared papers)Wei Xiong (2 shared papers)Jonathan Brogaard (2 shared papers)Matthew Baron (2 shared papers)
- Journals
- The Journal of Finance (2 papers)Quantitative Finance (1 paper)Neurocomputing (1 paper)PLoS ONE (1 paper)European Finance Review (1 paper)
- Partner nations
- United StatesUnited KingdomSouth Sudan
In The Last Decade
Andrei Kirilenko
38 papers receiving 1.7k citations
Andrei Kirilenko's Hit Papers
Peers
Comparison fields: 5 of 84
- Finance 1.2k
- Economics and Econometrics 1.2k
- Accounting 443
- Management Science and Operations Research 415
- General Economics, Econometrics and Finance 165
Countries citing papers authored by Andrei Kirilenko
This map shows the geographic impact of Andrei Kirilenko's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Andrei Kirilenko with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Andrei Kirilenko more than expected).
Fields of papers citing papers by Andrei Kirilenko
This network shows the impact of papers produced by Andrei Kirilenko. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Andrei Kirilenko. The network helps show where Andrei Kirilenko may publish in the future.
Co-authors
The 25 scholars most cited alongside Andrei Kirilenko, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 41 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | The Flash Crash: High‐Frequency Trading in an Electronic Market Hit paper breakdown → | 2017 | 398 |
| 2 | 2011 | 285 | |
| 3 | The Flash Crash: High-Frequency Trading in an Electronic Market | 2011 | 225 |
| 4 | 2014 | 184 | |
| 5 | 2013 | 126 | |
| 6 | 2012 | 86 | |
| 7 | Valuation and Control in Venture Finance | 2000 | 82 |
| 8 | 2001 | 72 | |
| 9 | 2010 | 56 | |
| 10 | 2014 | 36 | |
| 11 | 2014 | 35 | |
| 12 | 2015 | 27 | |
| 13 | 2010 | 25 | |
| 14 | 2017 | 25 | |
| 15 | 2010 | 22 | |
| 16 | 2013 | 21 | |
| 17 | 2017 | 21 | |
| 18 | 2001 | 20 | |
| 19 | 2012 | 17 | |
| 20 | 2013 | 13 |
About Andrei Kirilenko
Andrei Kirilenko is a scholar working on Finance, Economics and Econometrics, Management Science and Operations Research, Accounting and General Economics, Econometrics and Finance, having authored 41 papers that have together received 1.9k indexed citations. Recurring topics across this work include Financial Markets and Investment Strategies (22 papers), Complex Systems and Time Series Analysis (16 papers), Stock Market Forecasting Methods (8 papers), Monetary Policy and Economic Impact (7 papers), Banking stability, regulation, efficiency (6 papers), Corporate Finance and Governance (6 papers), Economic theories and models (5 papers) and Market Dynamics and Volatility (5 papers). The work is most often cited by research in Finance (1.2k citations), Economics and Econometrics (1.2k citations), Accounting (443 citations), Management Science and Operations Research (415 citations) and General Economics, Econometrics and Finance (165 citations). Andrei Kirilenko has collaborated with scholars based in United States, United Kingdom and South Sudan. Frequent co-authors include Mehrdad Samadi, Albert S. Kyle, Tugkan Tuzun, Andrew W. Lo, Ing-Haw Cheng, Wei Xiong, Jonathan Brogaard, Matthew Baron, Jakša Cvitanić and Steve Y. Yang. Their work appears in journals such as The Journal of Finance, Quantitative Finance, Neurocomputing, PLoS ONE and European Finance Review.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.