Details about Barry Schachter

Access statistics for papers by Barry Schachter.

Last updated 2024-03-07. Update your information in the RePEc Author Service.

Short-id: psc41

Working Papers

1996

1. IMPROVING VALUE-AT-RISK ESTIMATES BY COMBINING KERNEL ESTIMATION WITH HISTORICAL SIMULATION
   Finance, University Library of Munich, Germany View citations (6)
2. Improving value-at-risk estimates by combining kernel estimation
   Proceedings, Federal Reserve Bank of Chicago View citations (6)

1995

3. Stock price reactions to derivatives information in the FRY-9c reports
   Proceedings, Federal Reserve Bank of Chicago

Journal Articles

2012

1. An Introduction to Austrian Economics, by Thomas C. Taylor
   Quantitative Finance, 2012, 12, (7), 1011-1012

1997

2. Interday variations in volume, variance and participation of large speculators
   Journal of Banking & Finance, 1997, 21, (6), 797-810 View citations (33)

1996

3. The statistical properties of parameters inferred from the black-scholes formula
   International Review of Financial Analysis, 1996, 5, (3), 223-235

1994

4. An Analysis of the Risk in Discretely Rebalanced Option Hedges and Delta-Based Techniques
   Management Science, 1994, 40, (6), 798-808 View citations (5)

1988

5. OPEN INTEREST IN STOCK-OPTIONS AROUND QUARTERLY EARNINGS ANNOUNCEMENTS
   Journal of Accounting Research, 1988, 26, (2), 353-372 View citations (10)

1986

6. A Note on the Welfare Consequences of New Option Markets
   Journal of Finance, 1986, 41, (1), 263-67 View citations (1)
7. Unbiased estimation of the Black/Scholes formula
   Journal of Financial Economics, 1986, 15, (3), 341-357 View citations (13)

1985

8. OPEN INTEREST AND CONSENSUS AMONG INVESTORS
   Journal of Accounting Research, 1985, 23, (2), 907-910 View citations (1)