Barry Schachter : Citation Profile

Groupe EDHEC (École de Hautes Études Commerciales du Nord)

5

H index

3

i10 index

77

Citations

RESEARCH PRODUCTION:

8

Articles

3

Papers

RESEARCH ACTIVITY:

   27 years (1985 - 2012). See details.
   Cites by year: 2
   Journals where Barry Schachter has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psc41
   Updated: 2026-07-11    RAS profile: 2024-03-07    
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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 Barry Schachter.

Is cited by:

Scholes, Myron (4)

Becerra, Oscar (4)

merton, robert (4)

Wang, Changyun (4)

Lo, Andrew (4)

Melo-Velandia, Luis (4)

Robe, Michel (3)

Engle, Robert (3)

Spyrou, Spyros (2)

Clements, Adam (2)

Rosenberg, Joshua (2)

Cites to:

Kupiec, Paul (2)

Genay, Hesna (1)

Jackwerth, Jens (1)

Clark, Peter (1)

Harvey, Campbell (1)

Schmitz, Andrew (1)

Viswanathan, S (1)

Barth, James (1)

Bessembinder, Hendrik (1)

Wall, Larry (1)

Newey, Whitney (1)

Main data

Where Barry Schachter has published?

Journals with more than one article published# docs
Journal of Accounting Research2

Working Papers Series with more than one paper published# docs
Proceedings / Federal Reserve Bank of Chicago2

Recent works citing Barry Schachter (2025 and 2024)

YearTitle of citing document
2026Insider and stealth trading with dynamic legal risk. (2026). Xia, Weixuan ; Qiao, Bixing. In: Papers. RePEc:arx:papers:2605.27684.

Full description at Econpapers || Download paper

2024The volume-implied volatility relation in financial markets: A behavioral explanation. (2024). Cheuathonghua, Massaporn ; Padungsaksawasdi, Chaiyuth. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000238.

Full description at Econpapers || Download paper

2024Four Commitments of Traders Reports puzzles, revisited: Answers from grains and oilseeds futures markets. (2024). Robe, Michel ; Roberts, John S. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000084.

Full description at Econpapers || Download paper

2024Trading volume and open interest from options markets as measures of the effect of IT announcements. (2024). Zhang, Dawei ; Lyle, Matthew ; Nault, Barrie R. In: Information Technology and Management. RePEc:spr:infotm:v:25:y:2024:i:2:d:10.1007_s10799-023-00413-y.

Full description at Econpapers || Download paper

2024Hedging pressure and oil volatility: Insurance versus liquidity demands. (2024). Wang, Jianxin ; Nikitopoulos, Christina Sklibosios ; Thomas, Alice Carole. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:44:y:2024:i:2:p:252-280.

Full description at Econpapers || Download paper

Works by Barry Schachter:

YearTitleTypeCited
1986 A Note on the Welfare Consequences of New Option Markets. In: Journal of Finance.
[Full Text][Citation analysis]		article1
1985OPEN INTEREST AND CONSENSUS AMONG INVESTORS In: Journal of Accounting Research.
[Full Text][Citation analysis]		article1
1988OPEN INTEREST IN STOCK-OPTIONS AROUND QUARTERLY EARNINGS ANNOUNCEMENTS In: Journal of Accounting Research.
[Full Text][Citation analysis]		article11
1996The statistical properties of parameters inferred from the black-scholes formula In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article0
1997Interday variations in volume, variance and participation of large speculators In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article34
1986Unbiased estimation of the Black/Scholes formula In: Journal of Financial Economics.
[Full Text][Citation analysis]		article13
1995Stock price reactions to derivatives information in the FRY-9c reports In: Proceedings.
[Full Text][Citation analysis]		paper0
1996Improving value-at-risk estimates by combining kernel estimation In: Proceedings.
[Full Text][Citation analysis]		paper6
1994An Analysis of the Risk in Discretely Rebalanced Option Hedges and Delta-Based Techniques In: Management Science.
[Full Text][Citation analysis]		article5
2012An Introduction to Austrian Economics, by Thomas C. Taylor In: Quantitative Finance.
[Full Text][Citation analysis]		article0
1996IMPROVING VALUE-AT-RISK ESTIMATES BY COMBINING KERNEL ESTIMATION WITH HISTORICAL SIMULATION In: Finance.
[Full Text][Citation analysis]		paper6

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated July, 10 2026. Contact: CitEc Team