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Kerry E. Back · Study
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Author
Kerry E. Back
29 works
· latest 2022
· 6 institutions
cluster: provisional
ORCID 0000-0003-0772-2711
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28
Citations
3,558
Works here
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Most cited in this library
Auctions of Divisible Goods: On the Rationale for the Treasury Experiment
1993 · 517 citations
Insider Trading in Continuous Time
1992 · 468 citations
Asymmetric Information and Options
1993 · 360 citations
Imperfect Competition among Informed Traders
2000 · 329 citations
Asset Pricing and Portfolio Choice Theory
2017 · 229 citations
Works
29 shown
Validity, tightness, and forecasting power of risk premium bounds
Journal of Financial Economics
·
2022
·
3 authors
39
citations
Skewness Consequences of Seeking Alpha
Review of Financial Studies
·
2018
·
3 authors
·
Open access
35
citations
Activism, Strategic Trading, and Liquidity
Econometrica
·
2018
·
5 authors
·
Open access
63
citations
Identifying Information Asymmetry in Securities Markets
Review of Financial Studies
·
2017
·
3 authors
67
citations
Asset Pricing and Portfolio Choice Theory
Oxford University Press eBooks
·
2017
·
1 author
·
book
229
citations
Utility and Risk Aversion
Oxford University Press eBooks
·
2017
·
1 author
·
book
2
citations
Identifying Information Asymmetry in Securities Markets
SSRN Electronic Journal
·
2017
·
3 authors
·
preprint
·
Open access
28
citations
The Informational Role of Stock and Bond Volume
Review of Financial Studies
·
2014
·
2 authors
·
Open access
37
citations
Liquidity and Governance
National Bureau of Economic Research
·
2013
·
3 authors
·
report
·
Open access
18
citations
Strategic Liquidity Provision in Limit Order Markets
Econometrica
·
2013
·
2 authors
55
citations
Slopes as Factors: Characteristic Pure Plays
SSRN Electronic Journal
·
2013
·
3 authors
·
preprint
·
Open access
27
citations
Liquidity and Governance
SSRN Electronic Journal
·
2013
·
3 authors
·
preprint
·
Open access
24
citations
Martingale Pricing
Annual Review of Financial Economics
·
2010
·
1 author
·
review
22
citations
Open-Loop Equilibria and Perfect Competition in Option Exercise Games
Review of Financial Studies
·
2009
·
2 authors
·
Open access
72
citations
Working Orders in Limit Order Markets and Floor Exchanges
The Journal of Finance
·
2007
·
2 authors
·
Open access
98
citations
Information in Securities Markets: Kyle Meets Glosten and Milgrom
Econometrica
·
2004
·
2 authors
208
citations
Stochastic Methods in Finance
Lecture notes in mathematics
·
2004
·
5 authors
·
book
56
citations
Auctions of divisible goods with endogenous supply
Economics Letters
·
2001
·
2 authors
156
citations
Imperfect Competition among Informed Traders
The Journal of Finance
·
2000
·
3 authors
329
citations
Portfolio Turnpikes
Review of Financial Studies
·
1999
·
3 authors
44
citations
Long-lived information and intraday patterns
Journal of Financial Markets
·
1998
·
2 authors
·
Open access
161
citations
Imperfect Competition Among Informed Traders
SSRN Electronic Journal
·
1995
·
3 authors
·
preprint
·
Open access
30
citations
Auctions of Divisible Goods: On the Rationale for the Treasury Experiment
Review of Financial Studies
·
1993
·
2 authors
517
citations
Asymmetric Information and Options
Review of Financial Studies
·
1993
·
1 author
360
citations
Insider Trading in Continuous Time
Review of Financial Studies
·
1992
·
1 author
468
citations
Asset pricing for general processes
Journal of Mathematical Economics
·
1991
·
1 author
203
citations
On the fundamental theorem of asset pricing with an infinite state space
Journal of Mathematical Economics
·
1991
·
2 authors
131
citations
The shadow price of information in continuous time decision problems
Stochastics
·
1987
·
2 authors
42
citations
Concepts of similarity for utility functions
Journal of Mathematical Economics
·
1986
·
1 author
37
citations