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Andrei Kirilenko

Institution: Imperial College

Primary Field: Finance (weighted toward more recent publications)

First Publication: 2014

Most Recent: 2019

RePEc ID: pki451 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total Percentile
Last 5 Years 0.00 0.00 0.00 0.00 0.00 -
Last 10 Years 0.00 1.01 0.50 0.00 1.51 37%
All Time 2.69 2.35 1.18 0.00 6.22 84%

Publication Statistics

Raw Publications 5
Coauthorship-Adjusted Count 3.03

Publications (5)

Year Article Journal Tier Authors
2019 Risk and Return in High-Frequency Trading Journal of Financial and Quantitative Analysis B 4
2017 The Flash Crash: High-Frequency Trading in an Electronic Market Journal of Finance A 4
2015 Convective Risk Flows in Commodity Futures Markets Review of Finance B 3
2014 How Sharing Information Can Garble Experts' Advice American Economic Review S 3
2014 Trading networks and liquidity provision Journal of Financial Economics A 3