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Kerry Back

Personal Details

First Name:Kerry
Middle Name:
Last Name:Back
Suffix:
RePEc Short-ID:pba1359
[This author has chosen not to make the email address public]
http://www.kerryback.net
Terminal Degree:1983 Department of Economics; Carol Martin Gatton College of Business and Economics; University of Kentucky (from RePEc Genealogy)

Affiliation

(50%) Department of Economics
Rice University

Houston, Texas (United States)
http://www.ruf.rice.edu/~econ/
RePEc:edi:dericus (more details at EDIRC)

(50%) Jesse H. Jones Graduate School of Business
Rice University

Houston, Texas (United States)
https://business.rice.edu/
RePEc:edi:gsricus (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Books

Working papers

  1. Kerry Back & Tao Li & Alexander Ljungqvist, 2013. "Liquidity and Governance," NBER Working Papers 19669, National Bureau of Economic Research, Inc.
  2. Kerry Back & Hal Pedersen, 1995. "Long-Lived Information and Intraday Patterns," Finance 9507008, University Library of Munich, Germany.
  3. Kerry Back, 1986. "Structure of Consumption Sets and Existence of Equilibria in Infinite Dimensional Spaces," Discussion Papers 633, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  4. Kerry Back, 1986. "Securities Market Equilibrium Without Bankruptcy: Contingent ClaimValuation and the Martingale Property," Discussion Papers 683, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  5. Kerry Back & Stanley R. Pliska, 1986. "Discrete Versus Continuous Trading in Securities Markets with Net Worth Constraints," Discussion Papers 700, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  6. Kerry Back & Stanley R. Pliska, 1986. "The Shadow Price of Information in Continuous Time Decision Problems," Discussion Papers 690, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  7. Kerry Back, 1985. "On Neighboring Consumers," Discussion Papers 649, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  8. Kerry Back, 1983. "Continuity of the Fenchel Transform of Convex Functions," Discussion Papers 631, Northwestern University, Center for Mathematical Studies in Economics and Management Science.
  9. Kerry Back, 1983. "Continuous and Hypograph Convergence of Utilities," Discussion Papers 557, Northwestern University, Center for Mathematical Studies in Economics and Management Science.

Articles

  1. Kerry Back & Kevin Crotty, 2015. "The Informational Role of Stock and Bond Volume," The Review of Financial Studies, Society for Financial Studies, vol. 28(5), pages 1381-1427.
  2. Back, Kerry, 2014. "A characterization of the coskewness–cokurtosis pricing model," Economics Letters, Elsevier, vol. 125(2), pages 219-222.
  3. Kerry Back & Shmuel Baruch, 2013. "Strategic Liquidity Provision in Limit Order Markets," Econometrica, Econometric Society, vol. 81(1), pages 363-392, January.
  4. Kerry Back, 2010. "Martingale Pricing," Annual Review of Financial Economics, Annual Reviews, vol. 2(1), pages 235-250, December.
  5. Kerry Back & Dirk Paulsen, 2009. "Open-Loop Equilibria and Perfect Competition in Option Exercise Games," The Review of Financial Studies, Society for Financial Studies, vol. 22(11), pages 4531-4552, November.
  6. Kerry Back & Shmuel Baruch, 2007. "Working Orders in Limit Order Markets and Floor Exchanges," Journal of Finance, American Finance Association, vol. 62(4), pages 1589-1621, August.
  7. Kerry Back & Shmuel Baruch, 2004. "Information in Securities Markets: Kyle Meets Glosten and Milgrom," Econometrica, Econometric Society, vol. 72(2), pages 433-465, March.
  8. Back, Kerry & Zender, Jaime F., 2001. "Auctions of divisible goods with endogenous supply," Economics Letters, Elsevier, vol. 73(1), pages 29-34, October.
  9. Dybvig, Philip H & Rogers, L C G & Back, Kerry, 1999. "Portfolio Turnpikes," The Review of Financial Studies, Society for Financial Studies, vol. 12(1), pages 165-195.
  10. Back, Kerry & Pedersen, Hal, 1998. "Long-lived information and intraday patterns," Journal of Financial Markets, Elsevier, vol. 1(3-4), pages 385-402, September.
  11. Back, Kerry, 1993. "Asymmetric Information and Options," The Review of Financial Studies, Society for Financial Studies, vol. 6(3), pages 435-472.
  12. Back, Kerry & Zender, Jaime F, 1993. "Auctions of Divisible Goods: On the Rationale for the Treasury Experiment," The Review of Financial Studies, Society for Financial Studies, vol. 6(4), pages 733-764.
  13. Back, Kerry, 1993. "Incomplete Markets and Individual Risks," Economic Theory, Springer;Society for the Advancement of Economic Theory (SAET), vol. 3(1), pages 35-42, January.
  14. Back, Kerry & Brown, David P, 1993. "Implied Probabilities in GMM Estimators," Econometrica, Econometric Society, vol. 61(4), pages 971-975, July.
  15. Back, Kerry & Brown, David P., 1992. "GMM, maximum likelihood, and nonparametric efficiency," Economics Letters, Elsevier, vol. 39(1), pages 23-28, May.
  16. Back, Kerry, 1992. "Insider Trading in Continuous Time," The Review of Financial Studies, Society for Financial Studies, vol. 5(3), pages 387-409.
  17. Back, Kerry & Pliska, Stanley R., 1991. "On the fundamental theorem of asset pricing with an infinite state space," Journal of Mathematical Economics, Elsevier, vol. 20(1), pages 1-18.
  18. Back, Kerry, 1991. "Asset pricing for general processes," Journal of Mathematical Economics, Elsevier, vol. 20(4), pages 371-395.
  19. Back, Kerry, 1988. "Structure of consumption sets and existence of equilibria in infinite-dimensional spaces," Journal of Mathematical Economics, Elsevier, vol. 17(1), pages 89-99, February.
  20. Back, Kerry, 1987. "A compact space of transitive locally non-satiated preference relations," Economics Letters, Elsevier, vol. 24(3), pages 253-256.
  21. Back, Kerry, 1986. "Concepts of similarity for utility functions," Journal of Mathematical Economics, Elsevier, vol. 15(2), pages 129-142, April.

Books

  1. Back, Kerry, 2010. "Asset Pricing and Portfolio Choice Theory," OUP Catalogue, Oxford University Press, number 9780195380613.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  2. Number of Citations, Weighted by Simple Impact Factor
  3. Number of Citations, Weighted by Recursive Impact Factor
  4. Number of Citations, Weighted by Number of Authors
  5. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  6. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  7. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  8. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  9. Number of Journal Pages, Weighted by Simple Impact Factor
  10. Number of Journal Pages, Weighted by Recursive Impact Factor
  11. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  12. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  13. Wu-Index

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CFN: Corporate Finance (1) 2014-06-02
  2. NEP-CTA: Contract Theory and Applications (1) 2013-11-29

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