Barry Schachter : Citation Profile


Are you Barry Schachter?

5

H index

3

i10 index

75

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: 1.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psc41
   Updated: 2024-01-16    RAS profile: 2021-08-09    
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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)

merton, robert (4)

Wang, Changyun (4)

Becerra, Oscar (4)

Melo-Velandia, Luis (4)

Lo, Andrew (4)

Engle, Robert (3)

Darsinos, Theofanis (2)

Lopez, Jose (2)

Rime, Dagfinn (2)

Clements, Adam (2)

Cites to:

Kupiec, Paul (2)

West, Kenneth (1)

Scholes, Myron (1)

Karpoff, Jonathan (1)

French, Kenneth (1)

Bessembinder, Hendrik (1)

Marcus, Alan (1)

Schmalensee, Richard (1)

Corrado, Charles (1)

Rausser, Gordon (1)

Jackwerth, Jens (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 (2024 and 2023)


YearTitle of citing document
2023Return–volume nexus in financial markets: A survey of research. (2023). Yamani, Ehab. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000363.

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.
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article1
1985OPEN INTEREST AND CONSENSUS AMONG INVESTORS In: Journal of Accounting Research.
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article1
1988OPEN INTEREST IN STOCK-OPTIONS AROUND QUARTERLY EARNINGS ANNOUNCEMENTS In: Journal of Accounting Research.
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article10
1996The statistical properties of parameters inferred from the black-scholes formula In: International Review of Financial Analysis.
[Full Text][Citation analysis]
article1
1997Interday variations in volume, variance and participation of large speculators In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article30
1986Unbiased estimation of the Black/Scholes formula In: Journal of Financial Economics.
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article13
1995Stock price reactions to derivatives information in the FRY-9c reports In: Proceedings.
[Citation analysis]
paper0
1996Improving value-at-risk estimates by combining kernel estimation In: Proceedings.
[Citation analysis]
paper7
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]
paper7

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