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Kerry Back

This is information that was supplied by Kerry Back in registering through RePEc. If you are Kerry Back, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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
Houston, Texas (United States)
http://www.ruf.rice.edu/~econ/

: (713) 527-4875
(713) 285-5278
MS-22, 6100 South Main, Houston, TX 77005-1892
RePEc:edi:dericus (more details at EDIRC)
Houston, Texas (United States)
http://jonesgsm.rice.edu/

:

P.O. Box 1892, Houston, Texas 77251-1892
RePEc:edi:gsricus (more details at EDIRC)
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  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, EconWPA.
  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.
  1. Kerry Back & Kevin Crotty, 2015. "The Informational Role of Stock and Bond Volume," 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, 01.
  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," 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, 08.
  7. Kerry Back & Shmuel Baruch, 2004. "Information in Securities Markets: Kyle Meets Glosten and Milgrom," Econometrica, Econometric Society, vol. 72(2), pages 433-465, 03.
  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. Kerry Back & C. Henry Cao & Gregory A. Willard, 2000. "Imperfect Competition among Informed Traders," Journal of Finance, American Finance Association, vol. 55(5), pages 2117-2155, October.
  10. Dybvig, Philip H & Rogers, L C G & Back, Kerry, 1999. "Portfolio Turnpikes," Review of Financial Studies, Society for Financial Studies, vol. 12(1), pages 165-195.
  11. Back, Kerry & Pedersen, Hal, 1998. "Long-lived information and intraday patterns," Journal of Financial Markets, Elsevier, vol. 1(3-4), pages 385-402, September.
  12. Back, Kerry, 1993. "Asymmetric Information and Options," Review of Financial Studies, Society for Financial Studies, vol. 6(3), pages 435-472.
  13. Back, Kerry & Zender, Jaime F, 1993. "Auctions of Divisible Goods: On the Rationale for the Treasury Experiment," Review of Financial Studies, Society for Financial Studies, vol. 6(4), pages 733-764.
  14. 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.
  15. Back, Kerry & Brown, David P, 1993. "Implied Probabilities in GMM Estimators," Econometrica, Econometric Society, vol. 61(4), pages 971-975, July.
  16. Back, Kerry & Brown, David P., 1992. "GMM, maximum likelihood, and nonparametric efficiency," Economics Letters, Elsevier, vol. 39(1), pages 23-28, May.
  17. Back, Kerry, 1992. "Insider Trading in Continuous Time," Review of Financial Studies, Society for Financial Studies, vol. 5(3), pages 387-409.
  18. 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.
  19. Back, Kerry, 1991. "Asset pricing for general processes," Journal of Mathematical Economics, Elsevier, vol. 20(4), pages 371-395.
  20. 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.
  21. Back, Kerry, 1987. "A compact space of transitive locally non-satiated preference relations," Economics Letters, Elsevier, vol. 24(3), pages 253-256.
  22. Back, Kerry, 1986. "Concepts of similarity for utility functions," Journal of Mathematical Economics, Elsevier, vol. 15(2), pages 129-142, April.
  1. Back, Kerry, 2010. "Asset Pricing and Portfolio Choice Theory," OUP Catalogue, Oxford University Press, number 9780195380613.
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 & Applications (1) 2013-11-29
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