Mark B. Shackleton
Names
| first: |
Mark |
| middle: |
B. |
| last: |
Shackleton |
Identifer
Contact
Affiliations
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Lancaster University
/ Management School
/ Department of Accounting and Finance
Research profile
author of:
- Evaluating Natural Resource Investments under Different Model Dynamics: Managerial Insights (RePEc:bla:eufman:v:18:y:2012:i:4:p:543-575)
by Andrianos E. Tsekrekos & Mark B. Shackleton & Rafał Wojakowski - NAV inflation and impact on performance in China (RePEc:bla:eufman:v:26:y:2020:i:1:p:118-142)
by Mark Shackleton & Jiali Yan & Yaqiong Yao - The Option and Decision to Repurchase Stock (RePEc:bla:finmgt:v:43:y:2014:i:4:p:833-855)
by Rohit Sonika & Nicholas F. Carline & Mark B. Shackleton - Discussion Of Arbitrage‐Free Valuation of Exhaustible Resource Firms (RePEc:bla:jbfnac:v:25:y:1998:i:9-10:p:1391-1395)
by Mark B. Shackleton - The Expected Return and Exercise Time of Merton‐style Real Options (RePEc:bla:jbfnac:v:29:y:2002:i:3-4:p:541-555)
by Mark Shackleton & Rafal Wojakowski - CAPM, Higher Co‐moment and Factor Models of UK Stock Returns (RePEc:bla:jbfnac:v:31:y:2004:i:1-2:p:87-112)
by Daniel Chi‐Hsiou Hung & Mark Shackleton & Xinzhong Xu - Generalised Geske‐‐Johnson Interpolation of Option Prices (RePEc:bla:jbfnac:v:34:y:2007:i:5-6:p:976-1001)
by San–Lin Chung & Mark B. Shackleton - Continuous Workout Mortgages (RePEc:cwl:cwldpp:1794)
by Robert J. Shiller & Rafal M. Wojakowski & M. Shahid Ebrahim & Mark B. Shackleton - Continuous Workout Mortgages: Efficient Pricing and Systemic Implications (RePEc:cwl:cwldpp:2116)
by Robert J. Shiller & Rafal M. Wojakowski & M. Shahid Ebrahim & Mark B. Shackleton - Distinguishing short and long memory volatility specifications (RePEc:ect:emjrnl:v:11:y:2008:i:3:p:617-637)
by Shiuyan Pong & Mark B. Shackleton & Stephen J. Taylor - Finite maturity caps and floors on continuous flows (RePEc:eee:dyncon:v:31:y:2007:i:12:p:3843-3859)
by Shackleton, Mark B. & Wojakowski, Rafal - Harvesting and recovery decisions under uncertainty (RePEc:eee:dyncon:v:34:y:2010:i:12:p:2533-2546)
by Shackleton, Mark B. & Sødal, Sigbjørn - Smooth pasting as rate of return equalization (RePEc:eee:ecolet:v:89:y:2005:i:2:p:200-206)
by Shackleton, Mark B. & Sodal, Sigbjorn - How real option disinvestment flexibility augments project NPV (RePEc:eee:ejores:v:168:y:2006:i:1:p:240-252)
by Keswani, Aneel & Shackleton, Mark B. - Hysteresis effects under CIR interest rates (RePEc:eee:ejores:v:211:y:2011:i:3:p:594-600)
by Dias, José Carlos & Shackleton, Mark B. - Buyback behaviour and the option funding hypothesis (RePEc:eee:jbfina:v:114:y:2020:i:c:s0378426620300686)
by Sonika, Rohit & Shackleton, Mark B. - What drives a firm's ES performance? Evidence from stock returns (RePEc:eee:jbfina:v:136:y:2022:i:c:s0378426621002569)
by Shackleton, Mark & Yan, Jiali & Yao, Yaqiong - Valuing the strategic option to sell life insurance business: Theory and evidence (RePEc:eee:jbfina:v:24:y:2000:i:10:p:1681-1702)
by Klumpes, Paul J. M. & Shackleton, Mark B. - Strategic entry and market leadership in a two-player real options game (RePEc:eee:jbfina:v:28:y:2004:i:1:p:179-201)
by Shackleton, Mark B. & Tsekrekos, Andrianos E. & Wojakowski, Rafal - Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models (RePEc:eee:jbfina:v:28:y:2004:i:10:p:2541-2563)
by Pong, Shiuyan & Shackleton, Mark B. & Taylor, Stephen J. & Xu, Xinzhong - Closed-form transformations from risk-neutral to real-world distributions (RePEc:eee:jbfina:v:31:y:2007:i:5:p:1501-1520)
by Liu, Xiaoquan & Shackleton, Mark B. & Taylor, Stephen J. & Xu, Xinzhong - Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits (RePEc:eee:jbfina:v:32:y:2008:i:5:p:643-653)
by Hwang, Soosung & Keswani, Aneel & Shackleton, Mark B. - A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices (RePEc:eee:jbfina:v:34:y:2010:i:11:p:2678-2693)
by Shackleton, Mark B. & Taylor, Stephen J. & Yu, Peng - Participating mortgages and the efficiency of financial intermediation (RePEc:eee:jbfina:v:35:y:2011:i:11:p:3042-3054)
by Ebrahim, M. Shahid & Shackleton, Mark B. & Wojakowski, Rafal M. - Omitted debt risk, financial distress and the cross-section of expected equity returns (RePEc:eee:jbfina:v:35:y:2011:i:5:p:1213-1227)
by Aretz, Kevin & Shackleton, Mark B. - Cojumps in stock prices: Empirical evidence (RePEc:eee:jbfina:v:40:y:2014:i:c:p:443-459)
by Gilder, Dudley & Shackleton, Mark B. & Taylor, Stephen J. - Reducing the impact of real estate foreclosures with Amortizing Participation Mortgages (RePEc:eee:jbfina:v:71:y:2016:i:c:p:62-74)
by Wojakowski, Rafal M. & Ebrahim, M. Shahid & Shackleton, Mark B. - Continuous Workout Mortgages: Efficient pricing and systemic implications (RePEc:eee:jeborg:v:157:y:2019:i:c:p:244-274)
by Shiller, Robert J. & Wojakowski, Rafal M. & Ebrahim, M. Shahid & Shackleton, Mark B. - Mitigating financial fragility with Continuous Workout Mortgages (RePEc:eee:jeborg:v:85:y:2013:i:c:p:269-285)
by Shiller, Robert J. & Wojakowski, Rafał M. & Ebrahim, M. Shahid & Shackleton, Mark B. - Hedging efficiency in the Greek options market before and after the financial crisis of 2008 (RePEc:eee:mulfin:v:23:y:2013:i:1:p:1-18)
by Shackleton, Mark B. & Voukelatos, Nikolaos - Stock-return volatility and daily equity trading by investor groups in Korea (RePEc:eee:pacfin:v:34:y:2015:i:c:p:43-70)
by Umutlu, Mehmet & Shackleton, Mark B. - Option-Implied Volatility Measures and Stock Return Predictability (RePEc:hal:journl:hal-01484672)
by Xi Fu & Eser Arisoy & Mark Shackleton & Mehmet Umutlu - Continuous Workout Mortgages (RePEc:nbr:nberwo:17007)
by Robert J. Shiller & Rafal M. Wojakowski & M. Shahid Ebrahim & Mark B. Shackleton - The simplest American and Real Option approximations: Geske-Johnson interpolation in maturity and yield (RePEc:taf:apeclt:v:10:y:2003:i:11:p:709-716)
by San-Lin Chung & Mark Shackleton - Empirical pricing kernels obtained from the UK index options market (RePEc:taf:apeclt:v:16:y:2009:i:10:p:989-993)
by Xiaoquan Liu & Mark Shackleton & Stephen Taylor & Xinzhong Xu - On the expected payoff and true probability of exercise of European options (RePEc:taf:apeclt:v:8:y:2001:i:4:p:269-271)
by Mark Shackleton & Rafal Wojakowski - On the use and improvement of Hull and White's control variate technique (RePEc:taf:apfiec:v:15:y:2005:i:16:p:1171-1179)
by San-Lin Chung & Mark Shackleton - Durable vs. disposable equipment choice under interest rate uncertainty (RePEc:taf:eurjfi:v:15:y:2009:i:2:p:157-167)
by Jose Carlos Dias & Mark Shackleton - Pricing options with American-style average reset features (RePEc:taf:quantf:v:4:y:2004:i:3:p:292-300)
by Chuang-Chang Chang & San-Lin Chung & Mark Shackleton - Corporate Risk Management and Hedge Accounting (RePEc:wly:coacre:v:30:y:2013:i:1:p:116-139)
by Argyro Panaretou & Mark B. Shackleton & Paul A Taylor - The Binomial Black–Scholes model and the Greeks (RePEc:wly:jfutmk:v:22:y:2002:i:2:p:143-153)
by San‐Lin Chung & Mark Shackleton - On the errors and comparison of Vega estimation methods (RePEc:wly:jfutmk:v:25:y:2005:i:1:p:21-38)
by San‐Lin Chung & Mark Shackleton - Efficient quadrature and node positioning for exotic option valuation (RePEc:wly:jfutmk:v:30:y:2010:i:11:p:1026-1057)
by San‐Lin Chung & Kunyi Ko & Mark B. Shackleton & Chung‐Ying Yeh - Asymmetric Effects of Volatility Risk on Stock Returns: Evidence from VIX and VIX Futures (RePEc:wly:jfutmk:v:36:y:2016:i:11:p:1029-1056)
by Xi Fu & Matteo Sandri & Mark B. Shackleton