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Arseniy Kukanov · Study
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Author
Arseniy Kukanov
3 works
· latest 2016
· 1 institutions
cluster: provisional
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Citations
131
Works here
3
10
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16
Most cited in this library
Optimal order placement in limit order markets
2016 · 49 citations
The Price Impact of Order Book Events
2010 · 48 citations
Optimal Order Placement in Limit Order Markets
2012 · 34 citations
Works
3 shown
Optimal order placement in limit order markets
Quantitative Finance
·
2016
·
2 authors
·
Open access
49
citations
Optimal Order Placement in Limit Order Markets
SSRN Electronic Journal
·
2012
·
2 authors
·
preprint
·
Open access
34
citations
The Price Impact of Order Book Events
SSRN Electronic Journal
·
2010
·
3 authors
·
preprint
·
Open access
48
citations