Kerry Back
16 catalog papers. Identity-linked publications and additional name matches are distinguished below.
ORCID: 0000-0003-0772-2711
Publications
- Discretionary Announcement Timing and Stock Returns — The Journal of Finance 2026
- Validity, tightness, and forecasting power of risk premium bounds — Journal of Financial Economics 2022
- Signaling in OTC Markets: Benefits and Costs of Transparency — Journal of Financial and Quantitative Analysis 2020
- Activism, Strategic Trading, and Liquidity — Econometrica 2018
- Skewness Consequences of Seeking Alpha — The Review of Financial Studies 2018
- Identifying Information Asymmetry in Securities Markets — The Review of Financial Studies 2018
- The Informational Role of Stock and Bond Volume — The Review of Financial Studies 2015
- Strategic Liquidity Provision in Limit Order Markets — Econometrica 2013
- Open-Loop Equilibria and Perfect Competition in Option Exercise Games — The Review of Financial Studies 2009
- Working Orders in Limit Order Markets and Floor Exchanges — The Journal of Finance 2007
- Information in Securities Markets: Kyle Meets Glosten and Milgrom — Econometrica 2004
- Imperfect Competition among Informed Traders — The Journal of Finance 2000
- Portfolio Turnpikes — The Review of Financial Studies 1999
- Auctions of Divisible Goods: On the Rationale for the Treasury Experiment — The Review of Financial Studies 1993
- Asymmetric Information and Options — The Review of Financial Studies 1993
- Insider Trading in Continuous Time — The Review of Financial Studies 1992