Andrei Kirilenko

3.1k total citations · 1 hit paper
41 papers, 1.8k citations indexed

About

Andrei Kirilenko is a scholar working on Finance, Economics and Econometrics and Management Science and Operations Research. According to data from OpenAlex, Andrei Kirilenko has authored 41 papers receiving a total of 1.8k indexed citations (citations by other indexed papers that have themselves been cited), including 30 papers in Finance, 28 papers in Economics and Econometrics and 11 papers in Management Science and Operations Research. Recurrent topics in Andrei Kirilenko's work include Financial Markets and Investment Strategies (22 papers), Complex Systems and Time Series Analysis (16 papers) and Stock Market Forecasting Methods (8 papers). Andrei Kirilenko is often cited by papers focused on Financial Markets and Investment Strategies (22 papers), Complex Systems and Time Series Analysis (16 papers) and Stock Market Forecasting Methods (8 papers). Andrei Kirilenko collaborates with scholars based in United States, United Kingdom and Italy. Andrei Kirilenko's co-authors include Albert S. Kyle, Tugkan Tuzun, Mehrdad Samadi, Andrew W. Lo, Wei Xiong, Ing-Haw Cheng, Jakša Cvitanić, Jonathan Brogaard, Matthew Baron and Steve Y. Yang and has published in prestigious journals such as The Journal of Finance, Journal of Financial Economics and PLoS ONE.

In The Last Decade

Andrei Kirilenko

38 papers receiving 1.7k citations

Hit Papers

The Flash Crash: High‐Frequency Trading in an Electronic ... 2017 2026 2020 2023 2017 100 200 300
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. The Flash Crash: High‐Frequency Trading in an Electronic Market
    2017 390 citations Andrei Kirilenko, Albert S. Kyle et al. The Journal of Finance profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Andrei Kirilenko United States 18 1.2k 1.2k 440 415 163 41 1.8k
Albert J. Menkveld Netherlands 22 2.3k 2.0× 1.6k 1.4× 1.0k 2.3× 519 1.3× 247 1.5× 77 2.9k
Ilan Kremer United States 22 904 0.8× 754 0.6× 680 1.5× 633 1.5× 129 0.8× 50 1.9k
Sujit Kapadia United Kingdom 23 1.7k 1.4× 1.5k 1.3× 305 0.7× 204 0.5× 339 2.1× 39 2.5k
Chrysovalantis Gaganis Greece 25 726 0.6× 590 0.5× 906 2.1× 296 0.7× 49 0.3× 83 1.6k
Costas Siriopoulos Greece 23 727 0.6× 1.0k 0.9× 421 1.0× 185 0.4× 452 2.8× 114 1.7k
Shihao Gu United States 6 850 0.7× 705 0.6× 196 0.4× 687 1.7× 142 0.9× 9 1.3k
Michael Halling Austria 18 887 0.7× 607 0.5× 453 1.0× 174 0.4× 203 1.2× 59 1.5k
Fuwei Jiang China 17 1.5k 1.3× 1.4k 1.2× 548 1.2× 639 1.5× 393 2.4× 79 2.2k
John C. Hull Canada 22 2.7k 2.3× 1.1k 0.9× 587 1.3× 344 0.8× 320 2.0× 53 3.2k
Daniel C. Indro United States 11 769 0.6× 589 0.5× 656 1.5× 377 0.9× 76 0.5× 14 1.4k

Countries citing papers authored by Andrei Kirilenko

Since Specialization
Citations

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

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

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-authorship network of co-authors of Andrei Kirilenko

This figure shows the co-authorship network connecting the top 25 collaborators of Andrei Kirilenko. A scholar is included among the top collaborators of Andrei Kirilenko based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Andrei Kirilenko. Andrei Kirilenko is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Carstens, Agustín, Előd Takáts, Luiz Gustavo Ribeiro Pereira, et al.. (2023). New age of central banking in emerging markets. Corvinus Research Archive (Corvinus University of Budapest).
2.
Adams, Zeno, et al.. (2022). Measuring Financial Investor Presence through Term Structure Deflection. SSRN Electronic Journal.
3.
Mankad, Shawn, George Michailidis, & Andrei Kirilenko. (2019). On the formation of Dodd-Frank Act derivatives regulations. PLoS ONE. 14(3). e0213730–e0213730. 3 indexed citations
4.
Kirilenko, Andrei, Albert S. Kyle, Mehrdad Samadi, & Tugkan Tuzun. (2018). Automation, Intermediation and the Flash Crash. SSRN Electronic Journal. 4 indexed citations
5.
Kirilenko, Andrei, Albert S. Kyle, Mehrdad Samadi, & Tugkan Tuzun. (2017). The Flash Crash: High‐Frequency Trading in an Electronic Market. The Journal of Finance. 72(3). 967–998. 390 indexed citations breakdown →
6.
Adamic, Lada A., Celso Brunetti, Jeffrey H. Harris, & Andrei Kirilenko. (2017). Trading networks. Econometrics Journal. 20(3). S126–S149. 24 indexed citations
7.
Golub, Benjamin, et al.. (2014). How Sharing Information Can Garble Experts' Advice. American Economic Review. 104(5). 463–468. 1 indexed citations
8.
Baron, Matthew, Jonathan Brogaard, & Andrei Kirilenko. (2014). Risk and Return in High Frequency Trading. SSRN Electronic Journal. 36 indexed citations
9.
Cohen‐Cole, Ethan, Andrei Kirilenko, & Eleonora Patacchini. (2014). Trading networks and liquidity provision. Journal of Financial Economics. 113(2). 235–251. 34 indexed citations
10.
Cheng, Ing-Haw, Andrei Kirilenko, & Wei Xiong. (2014). Convective Risk Flows in Commodity Futures Markets. European Finance Review. 19(5). 1733–1781. 180 indexed citations
11.
Kirilenko, Andrei, Shawn Mankad, & George Michailidis. (2014). Do U.S. Regulators Listen to the Public?: Testing the Regulatory Process with the RegRank Algorithm. SSRN Electronic Journal. 1 indexed citations
12.
Mankad, Shawn, George Michailidis, & Andrei Kirilenko. (2013). Discovering the ecosystem of an electronic financial market with a dynamic machine-learning method1. 2(2). 151–165. 12 indexed citations
13.
Baron, Matthew, Jonathan Brogaard, & Andrei Kirilenko. (2012). The Trading Profits of High Frequency Traders. SSRN Electronic Journal. 86 indexed citations
14.
Kirilenko, Andrei, Albert S. Kyle, Mehrdad Samadi, & Tugkan Tuzun. (2011). The Flash Crash: High-Frequency Trading in an Electronic Market. SMU Scholar (Southern Methodist University). 227 indexed citations
15.
Cohen‐Cole, Ethan, Andrei Kirilenko, & Eleonora Patacchini. (2011). How Your Counterparty Matters: Using Transaction Networks to Explain Returns in CCP Marketplaces. SSRN Electronic Journal. 5 indexed citations
16.
Kirilenko, Andrei, Albert S. Kyle, Mehrdad Samadi, & Tugkan Tuzun. (2011). The Flash Crash: The Impact of High Frequency Trading on an Electronic Market. SSRN Electronic Journal. 287 indexed citations
17.
Cvitanić, Jakša & Andrei Kirilenko. (2010). High Frequency Traders and Asset Prices. SSRN Electronic Journal. 56 indexed citations
18.
Cvitanić, Jakša & Andrei Kirilenko. (2010). High Frequency Traders and Asset Prices. SSRN Electronic Journal. 25 indexed citations
19.
Mello, Luiz R. de, et al.. (2006). The Rates and Revenue of Bank Transaction Taxes. SSRN Electronic Journal. 4 indexed citations
20.
Kirilenko, Andrei. (2001). Valuation and Control in Venture Finance. The Journal of Finance. 56(2). 565–587. 72 indexed citations

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.

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