5
H index
3
i10 index
76
Citations
Barry Schachter : Citation Profile
Groupe EDHEC (École de Hautes Études Commerciales du Nord) | RESEARCH PRODUCTION: 8 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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27 years (1985 - 2012). 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:
| Cites to:
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Main data
Where Barry Schachter has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Accounting Research | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Proceedings / Federal Reserve Bank of Chicago | 2 |
Recent works citing Barry Schachter (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2024 | The volume-implied volatility relation in financial markets: A behavioral explanation. (2024). Padungsaksawasdi, Chaiyuth ; Cheuathonghua, Massaporn. 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 |
| 2023 | Return–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:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1986 | A Note on the Welfare Consequences of New Option Markets. In: Journal of Finance. [Full Text][Citation analysis] | article | 1 |
| 1985 | OPEN INTEREST AND CONSENSUS AMONG INVESTORS In: Journal of Accounting Research. [Full Text][Citation analysis] | article | 1 |
| 1988 | OPEN INTEREST IN STOCK-OPTIONS AROUND QUARTERLY EARNINGS ANNOUNCEMENTS In: Journal of Accounting Research. [Full Text][Citation analysis] | article | 10 |
| 1996 | The statistical properties of parameters inferred from the black-scholes formula In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
| 1997 | Interday variations in volume, variance and participation of large speculators In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 32 |
| 1986 | Unbiased estimation of the Black/Scholes formula In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 13 |
| 1995 | Stock price reactions to derivatives information in the FRY-9c reports In: Proceedings. [Citation analysis] | paper | 0 |
| 1996 | Improving value-at-risk estimates by combining kernel estimation In: Proceedings. [Citation analysis] | paper | 7 |
| 1994 | An Analysis of the Risk in Discretely Rebalanced Option Hedges and Delta-Based Techniques In: Management Science. [Full Text][Citation analysis] | article | 5 |
| 2012 | An Introduction to Austrian Economics, by Thomas C. Taylor In: Quantitative Finance. [Full Text][Citation analysis] | article | 0 |
| 1996 | IMPROVING VALUE-AT-RISK ESTIMATES BY COMBINING KERNEL ESTIMATION WITH HISTORICAL SIMULATION In: Finance. [Full Text][Citation analysis] | paper | 7 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team