Kerry Back
Affiliations: | Washington University, Saint Louis, St. Louis, MO |
Area:
Finance, Banking Business Administration, Commerce-Business EconomicsGoogle:
"Kerry Back"
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Publications
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| Back K, Liu R, Teguia A. (2020) Signaling in OTC Markets: Benefits and Costs of Transparency Journal of Financial and Quantitative Analysis. 55: 47-75 |
| Back K, Liu R, Teguia A. (2019) Increasing risk aversion and life-cycle investing Mathematics and Financial Economics. 13: 287-302 |
| Back K, Crotty K, Li T. (2018) Identifying Information Asymmetry in Securities Markets Review of Financial Studies. 31: 2277-2325 |
| Back K, Crotty K. (2015) The informational role of stock and bond volume Review of Financial Studies. 28: 1381-1427 |
| Back K. (2014) A characterization of the coskewness-cokurtosis pricing model Economics Letters. 125: 219-222 |
| Back K, Baruch S. (2013) Strategic liquidity provision in limit order markets Econometrica. 81: 363-392 |
| Back K. (2010) Martingale pricing Annual Review of Financial Economics. 2: 235-250 |
| Back K, Paulsen D. (2009) Open-loop equilibria and perfect competition in option exercise games Review of Financial Studies. 22: 4531-4552 |
| Back K, Baruch S. (2007) Working Orders in Limit Order Markets and Floor Exchanges Journal of Finance. 62: 1589-1621 |
| Back K, Baruch S. (2004) Information in Securities Markets: Kyle Meets Glosten and Milgrom Econometrica. 72: 433-465 |