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Kerry Back

Global rank #3223 96%

Institution: Rice University

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://www.kerryback.net

First Publication: 1986

Most Recent: 2015

RePEc ID: pba1359 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 0.00 0.00 0.00
Last 10 Years 0.00 0.00 0.00 0.00 0.00
All Time 0.00 8.71 9.05 0.00 29.49

Publication Statistics

Raw Publications 16
Coauthorship-Adjusted Count 23.90

Publications (16)

Year Article Journal Tier Authors
2015 The Informational Role of Stock and Bond Volume The Review of Financial Studies A 2
2014 A characterization of the coskewness–cokurtosis pricing model Economics Letters C 1
2009 Open-Loop Equilibria and Perfect Competition in Option Exercise Games The Review of Financial Studies A 2
2007 Working Orders in Limit Order Markets and Floor Exchanges Journal of Finance A 2
2001 Auctions of divisible goods with endogenous supply Economics Letters C 2
1999 Portfolio Turnpikes. The Review of Financial Studies A 3
1993 Incomplete Markets and Individual Risks. Economic Theory B 1
1993 Auctions of Divisible Goods: On the Rationale for the Treasury Experiment. The Review of Financial Studies A 2
1993 Asymmetric Information and Options. The Review of Financial Studies A 1
1992 Insider Trading in Continuous Time. The Review of Financial Studies A 1
1992 GMM, maximum likelihood, and nonparametric efficiency Economics Letters C 2
1991 On the fundamental theorem of asset pricing with an infinite state space Journal of Mathematical Economics B 2
1991 Asset pricing for general processes Journal of Mathematical Economics B 1
1988 Structure of consumption sets and existence of equilibria in infinite-dimensional spaces Journal of Mathematical Economics B 1
1987 A compact space of transitive locally non-satiated preference relations Economics Letters C 1
1986 Concepts of similarity for utility functions Journal of Mathematical Economics B 1