Access Statistics for Kerry Back

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Continuity of the Fenchel Transform of Convex Functions 0 0 0 57 0 0 3 181
Continuous and Hypograph Convergence of Utilities 0 1 1 24 1 2 10 162
Discrete Versus Continuous Trading in Securities Markets with Net Worth Constraints 0 0 1 48 1 1 5 217
Liquidity and Governance 0 0 0 43 1 1 19 164
Liquidity and Governance 0 0 0 21 2 2 14 82
Long-Lived Information and Intraday Patterns 0 0 4 469 0 1 31 2,100
Long-Lived Information and Intraday Patterns 0 0 2 258 1 1 13 1,359
On Neighboring Consumers 0 0 0 5 0 0 5 50
Securities Market Equilibrium Without Bankruptcy: Contingent ClaimValuation and the Martingale Property 0 0 0 25 0 0 6 118
Structure of Consumption Sets and Existence of Equilibria in Infinite Dimensional Spaces 0 0 0 36 0 1 9 164
The Shadow Price of Information in Continuous Time Decision Problems 0 0 0 108 1 1 10 262
Total Working Papers 0 1 8 1,094 7 10 125 4,859

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A characterization of the coskewness–cokurtosis pricing model 0 0 0 17 0 2 32 103
A compact space of transitive locally non-satiated preference relations 0 0 0 23 0 0 2 334
Asset pricing for general processes 0 0 1 381 0 0 4 600
Asymmetric Information and Options 0 0 2 278 0 1 13 668
Auctions of Divisible Goods: On the Rationale for the Treasury Experiment 0 1 1 304 15 31 49 894
Auctions of divisible goods with endogenous supply 0 0 0 87 1 4 9 224
Concepts of similarity for utility functions 0 0 0 44 0 0 10 112
GMM, maximum likelihood, and nonparametric efficiency 0 0 0 166 0 1 4 417
Implied Probabilities in GMM Estimators 0 0 1 113 0 0 7 280
Incomplete Markets and Individual Risks 0 0 0 0 0 0 3 249
Information in Securities Markets: Kyle Meets Glosten and Milgrom 0 0 2 438 1 1 36 1,499
Insider Trading in Continuous Time 4 6 18 491 4 10 46 1,106
Long-lived information and intraday patterns 0 0 0 53 0 0 16 210
Martingale Pricing 0 0 0 70 0 1 21 253
On the fundamental theorem of asset pricing with an infinite state space 0 0 1 301 0 0 8 493
Open-Loop Equilibria and Perfect Competition in Option Exercise Games 0 0 0 30 0 1 15 131
Portfolio Turnpikes 0 0 0 1 0 0 7 189
Strategic Liquidity Provision in Limit Order Markets 0 0 1 34 2 4 20 168
Structure of consumption sets and existence of equilibria in infinite-dimensional spaces 0 0 0 12 0 1 11 49
The Informational Role of Stock and Bond Volume 0 0 0 14 2 2 11 74
Working Orders in Limit Order Markets and Floor Exchanges 0 0 1 52 0 1 11 245
Total Journal Articles 4 7 28 2,909 25 60 335 8,298

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset Pricing and Portfolio Choice Theory 0 0 0 0 4 7 29 789
Total Books 0 0 0 0 4 7 29 789

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Statistics updated 2026-10-11