Access Statistics for Kerry Back

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Working Paper	File Downloads				Abstract Views
Working Paper	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	0	178
Continuous and Hypograph Convergence of Utilities	0	0	1	23	1	2	4	153
Discrete Versus Continuous Trading in Securities Markets with Net Worth Constraints	0	0	0	47	0	0	1	212
Liquidity and Governance	0	0	0	21	0	0	2	68
Liquidity and Governance	0	0	0	43	2	2	4	147
Long-Lived Information and Intraday Patterns	0	0	0	256	0	0	1	1,346
Long-Lived Information and Intraday Patterns	0	0	2	465	3	3	9	2,072
On Neighboring Consumers	0	0	0	5	0	0	2	45
Securities Market Equilibrium Without Bankruptcy: Contingent ClaimValuation and the Martingale Property	0	0	0	25	0	0	3	112
Structure of Consumption Sets and Existence of Equilibria in Infinite Dimensional Spaces	0	0	0	36	1	2	2	156
The Shadow Price of Information in Continuous Time Decision Problems	0	0	0	108	0	1	2	252
Total Working Papers	0	0	3	1,086	7	10	30	4,741

Journal Article	File Downloads				Abstract Views
Journal Article	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	1	2	5	72
A compact space of transitive locally non-satiated preference relations	0	0	0	23	0	0	3	332
Asset pricing for general processes	1	1	2	381	1	1	3	597
Asymmetric Information and Options	0	1	6	276	0	2	9	655
Auctions of Divisible Goods: On the Rationale for the Treasury Experiment	0	1	1	303	5	6	9	850
Auctions of divisible goods with endogenous supply	0	0	0	87	0	0	4	215
Concepts of similarity for utility functions	0	0	0	44	2	3	6	104
GMM, maximum likelihood, and nonparametric efficiency	0	0	0	166	1	2	3	414
Implied Probabilities in GMM Estimators	0	0	1	112	1	1	4	274
Incomplete Markets and Individual Risks	0	0	0	0	0	0	1	246
Information in Securities Markets: Kyle Meets Glosten and Milgrom	0	0	2	436	0	1	3	1,463
Insider Trading in Continuous Time	1	3	11	474	5	9	29	1,065
Long-lived information and intraday patterns	0	0	2	53	1	1	3	195
Martingale Pricing	0	0	2	70	0	1	8	232
On the fundamental theorem of asset pricing with an infinite state space	0	0	4	300	1	1	6	486
Open-Loop Equilibria and Perfect Competition in Option Exercise Games	0	0	3	30	0	1	8	116
Portfolio Turnpikes	0	0	0	1	1	1	5	183
Strategic Liquidity Provision in Limit Order Markets	0	1	1	33	1	2	3	149
Structure of consumption sets and existence of equilibria in infinite-dimensional spaces	0	0	0	12	1	1	3	39
The Informational Role of Stock and Bond Volume	0	0	0	14	1	1	1	64
Working Orders in Limit Order Markets and Floor Exchanges	0	0	0	51	1	1	3	235
Total Journal Articles	2	7	35	2,883	23	37	119	7,986

Book	File Downloads				Abstract Views
Book	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	9	28	764
Total Books	0	0	0	0	4	9	28	764

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Statistics updated 2025-11-08