Kerry Back : Citation Profile


Are you Kerry Back?

Rice University (50% share)
Rice University (50% share)

14

H index

15

i10 index

1024

Citations

RESEARCH PRODUCTION:

21

Articles

11

Papers

1

Books

RESEARCH ACTIVITY:

   32 years (1983 - 2015). See details.
   Cites by year: 32
   Journals where Kerry Back has often published
   Relations with other researchers
   Recent citing documents: 65.    Total self citations: 8 (0.78 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pba1359
   Updated: 2022-08-06    RAS profile:    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Kerry Back.

Is cited by:

Khezr, Peyman (18)

Salanié, François (16)

attar, andrea (16)

Vives, Xavier (15)

MacKenzie, Ian (15)

Shephard, Neil (15)

Barndorff-Nielsen, Ole (13)

Takayama, Shino (9)

Ewerhart, Christian (8)

Nyborg, Kjell (8)

LINTON, OLIVER (8)

Cites to:

Grossman, Sanford (4)

Kyle, Albert (3)

Angrist, Joshua (3)

Krueger, Alan (3)

Viswanathan, S (2)

Zechner, Josef (2)

Edmans, Alex (2)

Admati, Anat (2)

Ljungqvist, Alexander (2)

Foster, Frederick (2)

Stiglitz, Joseph (2)

Main data


Where Kerry Back has published?


Journals with more than one article published# docs
Review of Financial Studies6
Journal of Mathematical Economics4
Economics Letters4
Econometrica3

Working Papers Series with more than one paper published# docs
Discussion Papers / Northwestern University, Center for Mathematical Studies in Economics and Management Science7
Finance / University Library of Munich, Germany2

Recent works citing Kerry Back (2022 and 2021)


YearTitle of citing document
2021On pricing rules and optimal strategies in general Kyle-Back models. (2018). Danilova, Albina ; Ccetin, Umut. In: Papers. RePEc:arx:papers:1812.07529.

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2021Brownian bridge with random length and pinning point for modelling of financial information. (2019). Louriki, Mohammed. In: Papers. RePEc:arx:papers:1907.08047.

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2022Path-dependent Kyle equilibrium model. (2020). Jos'e M. Corcuera, ; di Nunno, Giulia. In: Papers. RePEc:arx:papers:2006.06395.

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2021A General Solution Method for Insider Problems. (2020). Lioui, Abraham ; Ekren, Ibrahim ; Cocquemas, Francois. In: Papers. RePEc:arx:papers:2006.09518.

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2021Kyle-Back Models with risk aversion and non-Gaussian Beliefs. (2020). Ekren, Ibrahim ; Bose, Shreya. In: Papers. RePEc:arx:papers:2008.06377.

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2022Endogenous inverse demand functions. (2020). Feinstein, Zachary ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2012.08002.

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2021Optimal investment in illiquid market with search frictions and transaction costs. (2021). Choi, Jin Hyuk ; Gang, Tae Ung. In: Papers. RePEc:arx:papers:2101.09936.

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2021Phase Transitions in Kyles Model with Market Maker Profit Incentives. (2021). Shlomov, Segev ; Neuman, Eyal ; Lehalle, Charles-Albert. In: Papers. RePEc:arx:papers:2103.04481.

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2021Liquidity Provision with Adverse Selection and Inventory Costs. (2021). Stebegg, Florian ; Muhle-Karbe, Johannes ; Herdegen, Martin. In: Papers. RePEc:arx:papers:2107.12094.

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2022What if we knew what the future brings?. (2021). , Mikl'Os ; Dolinsky, Yan ; Bank, Peter. In: Papers. RePEc:arx:papers:2108.04291.

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2021Multidimensional Kyle-Back model with a risk averse informed trader. (2021). Ekren, Ibrahim ; Bose, Shreya. In: Papers. RePEc:arx:papers:2111.01957.

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2021Bidding in Multi-Unit Auctions under Limited Information. (2021). Woodward, Kyle ; Kasberger, Bernhard. In: Papers. RePEc:arx:papers:2112.11320.

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2022Log-optimal portfolio after a random time: Existence, description and sensitivity analysis. (2022). Choulli, Tahir ; Alharbi, Ferdoos. In: Papers. RePEc:arx:papers:2204.03798.

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2022Kyles Model with Stochastic Liquidity. (2022). Vzitkovi, Gordan ; Mostowski, Brad ; Ekren, Ibrahim. In: Papers. RePEc:arx:papers:2204.11069.

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2022Trading constraints in continuous-time Kyle models. (2022). Larsen, Kasper ; Kwon, Heeyoung ; Choi, Jin Hyuk. In: Papers. RePEc:arx:papers:2206.08117.

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2021The role of expertise in syndicate formation. (2021). Bourjade, Sylvain. In: Journal of Economics & Management Strategy. RePEc:bla:jemstr:v:30:y:2021:i:4:p:844-870.

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2021Asymmetric Cost Pass?Through in Multi?Unit Procurement Auctions: An Experimental Approach. (2021). Myers, Erica ; Fell, Harrison ; Bostian, AJ. In: Journal of Industrial Economics. RePEc:bla:jindec:v:69:y:2021:i:1:p:109-130.

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2021Option Trading and REIT Returns. (2021). Sheng, Hainan ; Harrison, David M ; Cashman, George D. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:1:p:332-389.

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2021Discovering Auctions: Contributions of Paul Milgrom and Robert Wilson. (2021). Teytelboym, Alexander ; Li, Shengwu ; Kominers, Scott ; Dworczak, Piotr ; Akbarpour, Mohammad. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:123:y:2021:i:3:p:709-750.

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2021A novel air separation unit with energy storage and generation and its energy efficiency and economy analysis. (2021). Wang, LI ; Rehman, Ali ; Liu, Yunong ; He, Xiufen. In: Applied Energy. RePEc:eee:appene:v:281:y:2021:i:c:s0306261920314264.

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2022The impact of opportunity factors on fraudulent behavior in the Vietnamese stock market. (2022). Baskaran, Angathevar ; Selvarajan, Sonia Kumari ; Thuy, Thi Bich ; Phuong, Thi Hoai ; Cuc, Thi Thu. In: Journal of Asian Economics. RePEc:eee:asieco:v:79:y:2022:i:c:s1049007822000112.

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2021Options trading and the cost of debt. (2021). Garcia, Sergio J ; Blanco, Ivan. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001267.

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2021Price manipulation, dynamic informed trading, and the uniqueness of equilibrium in sequential trading. (2021). Takayama, Shino. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:125:y:2021:i:c:s016518892100021x.

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2021Alpha decay and Sharpe ratio: Two measures of investor performance. (2021). Ou-Yang, Hui ; Guo, Ming. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321001474.

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2022Insider trading, overconfidence, and private information flow. (2022). Liu, Hong ; Jiang, Ying. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000225.

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2021Consignment auctions revisited. (2021). Liu, Yun ; Tan, Bowen. In: Economics Letters. RePEc:eee:ecolet:v:203:y:2021:i:c:s0165176521001245.

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2021Capacity investment choices under cost heterogeneity and output flexibility in oligopoly. (2021). Kort, Peter ; Trigeorgis, Lenos ; Flath, Christoph M ; Chevalier-Roignant, Benoit. In: European Journal of Operational Research. RePEc:eee:ejores:v:290:y:2021:i:3:p:1154-1173.

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2021Revenue and efficiency in pollution permit allocation mechanisms. (2021). MacKenzie, Ian ; Khezr, Peyman. In: Energy Economics. RePEc:eee:eneeco:v:93:y:2021:i:c:s014098832030373x.

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2021Information content of order imbalance in an order-driven market: Indian Evidence. (2021). Dixit, Alok ; Tripathi, Abhinava ; Vipul, . In: Finance Research Letters. RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320316779.

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2022Graph-based multi-factor asset pricing model. (2022). Lee, Jaewook ; Son, Bumho. In: Finance Research Letters. RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001136.

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2021Informed liquidity provision in a limit order market. (2021). Malinova, Katya ; Brolley, Michael. In: Journal of Financial Markets. RePEc:eee:finmar:v:52:y:2021:i:c:s1386418120300355.

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2021Institutional investor heterogeneity and market price dynamics: Evidence from investment horizon and portfolio concentration. (2021). Jimmy, Ji Yeol ; Joe, Denis Yongmin ; Kim, Hyun-Dong. In: Journal of Financial Markets. RePEc:eee:finmar:v:54:y:2021:i:c:s1386418120300732.

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2022Options listings and loan contract terms: Information versus risk-shifting. (2022). Vu, Tram ; Truong, Cameron ; Do, Viet. In: Journal of Financial Markets. RePEc:eee:finmar:v:58:y:2022:i:c:s138641812100029x.

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2022Option trading volume by moneyness, firm fundamentals, and expected stock returns. (2022). Zhou, YI. In: Journal of Financial Markets. RePEc:eee:finmar:v:58:y:2022:i:c:s1386418121000306.

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2021Positive stock information in out-of-the-money option prices. (2021). Stilger, Przemyslaw S ; Skiadopoulos, George ; Kostakis, Alexandros ; Gkionis, Konstantinos. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:128:y:2021:i:c:s0378426621000704.

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2022Optimal portfolio choice for higher-order risk averters. (2022). Post, Thierry ; Fang, YI. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:137:y:2022:i:c:s0378426622000292.

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2022Mind your Ps and Qs! Variable allowance supply in the US Regional Greenhouse Gas Initiative. (2022). MacKenzie, Ian ; Khezr, Peyman ; Friesen, Lana ; Gangadharan, Lata. In: Journal of Environmental Economics and Management. RePEc:eee:jeeman:v:112:y:2022:i:c:s0095069622000109.

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2021Rational quantitative trading in efficient markets. (2021). Tinn, Katrin ; Rossi, Stefano. In: Journal of Economic Theory. RePEc:eee:jetheo:v:191:y:2021:i:c:s0022053120301204.

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2021Snowballing private information. (2021). Woolnough, Chris ; Sadzik, Tomasz. In: Journal of Economic Theory. RePEc:eee:jetheo:v:198:y:2021:i:c:s0022053121001502.

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2021Bias in the effective bid-ask spread. (2021). Hagstromer, Bjorn . In: Journal of Financial Economics. RePEc:eee:jfinec:v:142:y:2021:i:1:p:314-337.

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2021The value of insider information for super-replication with quadratic transaction costs. (2021). Zouari, Jonathan ; Dolinsky, Yan. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:131:y:2021:i:c:p:394-416.

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2021On pricing rules and optimal strategies in general Kyle-Back models. (2021). Cetin, Umut ; Danilova, Albina. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:113003.

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2021CDS Auctions. (2011). Chernov, Mikhail ; Gorbenko, Alexander S. ; Makarov, Igor . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp688.

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2022Market Liquidity - Theory and Empirical Evidence. (2012). Vayanos, Dimitri ; Wang, Jiang. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp709.

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2021Do Jumps Matter in Both Equity Market Returns and Integrated Volatility: A Comparison of Asian Developed and Emerging Markets. (2021). Wong, Wing-Keung ; Hassan, Arshad ; Zada, Hassan. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:2:p:92-:d:576215.

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2021Price Discovery of Consignment Auctions for Emission Permits. (2021). Song, Jae-Do ; Ahn, Young-Hwan. In: Energies. RePEc:gam:jeners:v:14:y:2021:i:21:p:6985-:d:663899.

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2021Entry-proofness and discriminatory pricing under adverse selection. (2021). Salanie, Franois ; Mariotti, Thomas ; Attar, Andrea. In: Working Papers. RePEc:hal:wpaper:hal-03485384.

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2022Competitive nonlinear pricing under adverse selection. (2022). Salanie, Franois ; Mariotti, Thomas ; Attar, Andrea. In: Working Papers. RePEc:hal:wpaper:hal-03629592.

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2021The joint cross section of stocks and options. (2021). Subrahmanyam, Avanidhar ; Muravyev, Dmitriy ; Kurov, Alexander ; Chordia, Tarun. In: Management Science. RePEc:inm:ormnsc:v:67:y:2021:i:3:p:1758-1778.

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2021Two price economic equilibria and financial market bid/ask prices. (2021). Siu, Tak Kuen ; Madan, Dilip B ; Elliott, Robert J. In: Annals of Finance. RePEc:kap:annfin:v:17:y:2021:i:1:d:10.1007_s10436-020-00377-x.

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2021An allocatively efficient auction for pollution permits. (2021). MacKenzie, Ian ; Khezr, Peyman. In: Environmental & Resource Economics. RePEc:kap:enreec:v:78:y:2021:i:4:d:10.1007_s10640-021-00543-3.

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2021Time-varying information share and autoregressive loading factors: evidence from S&P 500 cash and E-mini futures markets. (2021). Wen, Fenghua ; Li, Steven ; Hou, Yang. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:1:d:10.1007_s11156-020-00940-7.

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2021Outperformance Testing of a Dynamic Assets Portfolio Selection Supplemented with a Continuous Paths Levy Process. (2021). Mohebimajd, Ahmadreza ; Kashani, Mohammad Feghhi. In: Journal of Money and Economy. RePEc:mbr:jmonec:v:16:y:2021:i:2:p:253-282.

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2021Bidding in Multi-Unit Auctions under Limited Information. (2021). Woodward, Kyle ; Kasberger, Bernhard. In: MPRA Paper. RePEc:pra:mprapa:111185.

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2021Liquidity drops. (2021). Morelli, Giacomo. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03285-0.

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2022Log-optimal and numéraire portfolios for market models stopped at a random time. (2022). Yansori, Sina ; Choulli, Tahir. In: Finance and Stochastics. RePEc:spr:finsto:v:26:y:2022:i:3:d:10.1007_s00780-022-00477-8.

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2021Risk sharing and financial stability: a welfare analysis. (2021). Huang, Shaoan ; Wang, Weijia. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:16:y:2021:i:1:d:10.1007_s11403-020-00291-5.

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2022Bank demand for central bank liquidity and its impact on interbank markets. (2022). Krause, Andreas ; Xiao, DI. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:17:y:2022:i:3:d:10.1007_s11403-021-00336-3.

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2021Auction mechanisms for allocating subsidies for carbon emissions reduction: an experimental investigation. (2021). Chen, Yefeng. In: Social Choice and Welfare. RePEc:spr:sochwe:v:57:y:2021:i:2:d:10.1007_s00355-021-01318-x.

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2021Competitive Nonlinear Pricing under Adverse Selection. (2021). attar, andrea ; Salanie, Franois ; Mariotti, Thomas. In: TSE Working Papers. RePEc:tse:wpaper:125475.

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2021Auction theory and a note on game mechanisms. (2021). Elena, Karamazova ; Dushko, Josheski. In: Croatian Review of Economic, Business and Social Statistics. RePEc:vrs:crebss:v:7:y:2021:i:1:p:43-59:n:3.

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2021Informed options trading around holidays. (2021). Yu, Jinyoung ; Ryu, Doojin. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:41:y:2021:i:5:p:658-685.

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2022Investment horizon and option market activity. (2022). Kim, Dahea. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:5:p:923-958.

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2021A buyout option alleviates implicit collusion in uniform?price auctions. (2021). Tsuchihashi, Toshihiro. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:42:y:2021:i:5:p:1146-1155.

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2022Frequent batch auctions and informed trading. (2022). Smetak, Fabian ; Eibelshauser, Steffen. In: SAFE Working Paper Series. RePEc:zbw:safewp:344.

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Works by Kerry Back:


YearTitleTypeCited
2010Martingale Pricing In: Annual Review of Financial Economics.
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article3
2007Working Orders in Limit Order Markets and Floor Exchanges In: Journal of Finance.
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article25
2013Liquidity and Governance In: CEPR Discussion Papers.
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paper4
2013Liquidity and Governance.(2013) In: NBER Working Papers.
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This paper has another version. Agregated cites: 4
paper
1993Implied Probabilities in GMM Estimators. In: Econometrica.
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article50
2004Information in Securities Markets: Kyle Meets Glosten and Milgrom In: Econometrica.
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article74
2013Strategic Liquidity Provision in Limit Order Markets In: Econometrica.
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article24
2014A characterization of the coskewness–cokurtosis pricing model In: Economics Letters.
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article3
1987A compact space of transitive locally non-satiated preference relations In: Economics Letters.
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article0
1992GMM, maximum likelihood, and nonparametric efficiency In: Economics Letters.
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article1
2001Auctions of divisible goods with endogenous supply In: Economics Letters.
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article72
1998Long-lived information and intraday patterns In: Journal of Financial Markets.
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article65
1995Long-Lived Information and Intraday Patterns.(1995) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65
paper
1995Long-Lived Information and Intraday Patterns.(1995) In: Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 65
paper
1986Concepts of similarity for utility functions In: Journal of Mathematical Economics.
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article5
1988Structure of consumption sets and existence of equilibria in infinite-dimensional spaces In: Journal of Mathematical Economics.
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article13
1986Structure of Consumption Sets and Existence of Equilibria in Infinite Dimensional Spaces.(1986) In: Discussion Papers.
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This paper has another version. Agregated cites: 13
paper
1991On the fundamental theorem of asset pricing with an infinite state space In: Journal of Mathematical Economics.
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article25
1991Asset pricing for general processes In: Journal of Mathematical Economics.
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article72
1983Continuous and Hypograph Convergence of Utilities In: Discussion Papers.
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paper0
1983Continuity of the Fenchel Transform of Convex Functions In: Discussion Papers.
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paper0
1985On Neighboring Consumers In: Discussion Papers.
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paper0
1986Securities Market Equilibrium Without Bankruptcy: Contingent ClaimValuation and the Martingale Property In: Discussion Papers.
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paper1
1986The Shadow Price of Information in Continuous Time Decision Problems In: Discussion Papers.
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paper0
1986Discrete Versus Continuous Trading in Securities Markets with Net Worth Constraints In: Discussion Papers.
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paper0
1999Portfolio Turnpikes. In: Review of Financial Studies.
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article21
2009Open-Loop Equilibria and Perfect Competition in Option Exercise Games In: Review of Financial Studies.
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article30
2015The Informational Role of Stock and Bond Volume In: Review of Financial Studies.
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article2
1992Insider Trading in Continuous Time. In: Review of Financial Studies.
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article153
1993Asymmetric Information and Options. In: Review of Financial Studies.
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article105
1993Auctions of Divisible Goods: On the Rationale for the Treasury Experiment. In: Review of Financial Studies.
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article231
2010Asset Pricing and Portfolio Choice Theory In: OUP Catalogue.
[Citation analysis]
book45
1993Incomplete Markets and Individual Risks. In: Economic Theory.
[Citation analysis]
article0

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