Arseniy Kukanov

Identifiers

• name variant Arseniy Kukanov 0.60 · backfill

Papers (2)

1. Optimal order placement in limit order markets q-fin.TR · 2012 · author #2
2. The Price Impact of Order Book Events q-fin.TR · 2010 · author #2

Mentions

• 1210.1625 #2 · backfill · confidence 0.70 Arseniy Kukanov
• 1011.6402 #2 · backfill · confidence 0.70 Arseniy Kukanov

Frequent Coauthors

• Rama Cont 2 shared papers
• Sasha Stoikov 1 shared papers