Mark B. Shackleton
Mark B. Shackleton
Professor of Finance, Accounting and Finance, Lancaster University Management School
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Cited by
Cited by
Forecasting currency volatility: A comparison of implied volatilities and AR (FI) MA models
S Pong, MB Shackleton, SJ Taylor, X Xu
Journal of Banking & Finance 28 (10), 2541-2563, 2004
Closed-form transformations from risk-neutral to real-world distributions
X Liu, MB Shackleton, SJ Taylor, X Xu
Journal of Banking & Finance 31 (5), 1501-1520, 2007
CAPM, higher co‐moment and factor models of UK stock returns
DCH Hung, M Shackleton, X Xu
Journal of Business Finance & Accounting 31 (1‐2), 87-112, 2004
Corporate risk management and hedge accounting
A Panaretou, MB Shackleton, PA Taylor
Contemporary accounting research 30 (1), 116-139, 2013
How real option disinvestment flexibility augments project NPV
A Keswani, MB Shackleton
European Journal of Operational Research 168 (1), 240-252, 2006
Cojumps in stock prices: Empirical evidence
D Gilder, MB Shackleton, SJ Taylor
Journal of Banking & Finance 40, 443-459, 2014
A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices
MB Shackleton, SJ Taylor, P Yu
Journal of Banking & Finance 34 (11), 2678-2693, 2010
Strategic entry and market leadership in a two-player real options game
MB Shackleton, AE Tsekrekos, R Wojakowski
Journal of banking & finance 28 (1), 179-201, 2004
The Expected Return and Exercise Time of Merton‐style Real Options
M Shackleton, R Wojakowski
Journal of Business Finance & Accounting 29 (3‐4), 541-555, 2002
Evaluating natural resource investments under different model dynamics: Managerial insights
AE Tsekrekos, MB Shackleton, R Wojakowski
European Financial Management 18 (4), 543-575, 2012
Smooth pasting as rate of return equalization
MB Shackleton, S Sødal
Economics Letters 89 (2), 200-206, 2005
Mitigating financial fragility with continuous workout mortgages
RJ Shiller, RM Wojakowski, MS Ebrahim, MB Shackleton
Journal of Economic Behavior & Organization 85, 269-285, 2013
Stock-return volatility and daily equity trading by investor groups in Korea
M Umutlu, MB Shackleton
Pacific-Basin Finance Journal 34, 43-70, 2015
Finite maturity caps and floors on continuous flows
MB Shackleton, R Wojakowski
Journal of Economic Dynamics and Control 31 (12), 3843-3859, 2007
Hysteresis effects under CIR interest rates
JC Dias, MB Shackleton
European Journal of Operational Research 211 (3), 594-600, 2011
Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits
S Hwang, A Keswani, MB Shackleton
Journal of Banking & Finance 32 (5), 643-653, 2008
Continuous workout mortgages
RJ Shiller, RM Wojakowski, MS Ebrahim, MB Shackleton
National Bureau of Economic Research, 2011
The binomial Black–Scholes model and the Greeks
SL Chung, M Shackleton
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2002
Asymmetric effects of volatility risk on stock returns: evidence from VIX and VIX futures
X Fu, M Sandri, MB Shackleton
Journal of Futures Markets 36 (11), 1029-1056, 2016
Participating mortgages and the efficiency of financial intermediation
MS Ebrahim, MB Shackleton, RM Wojakowski
Journal of Banking & Finance 35 (11), 3042-3054, 2011
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