Mark B. Shackleton

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Rafal M. WojakowskiReader in Finance, University of Surrey, UKVerified email at wojakowski.net
Stephen TaylorProfessor of Finance, Lancaster University, UKVerified email at lancaster.ac.uk
Xinzhong XuProfessor of Finance, Sun Yat-sen UniversityVerified email at mail.sysu.edu.cn
Sanlin ChungDepartment of Finance, National Taiwan UniversityVerified email at ntu.edu.tw
Muhammed Shahid EbrahimDurham UniversityVerified email at durham.ac.uk
Sigbjørn SødalProfessor, Rector at NLA University College, NorwayVerified email at nla.no
Andrianos E. TsekrekosDepartment of Accounting and Finance, Athens University of Economics and BusinessVerified email at aueb.gr
Xiaoquan LiuAssociate Professor in FinanceVerified email at nottingham.edu.cn
ANEEL KESWANIBayes Business School, City UniversityVerified email at city.ac.uk
Argyro PanaretouLancaster UniversityVerified email at lancaster.ac.uk
Mehmet UmutluAssoc. Professor (Reader) in Finance, Edinburgh Napier UniversityVerified email at napier.ac.uk
José Carlos DiasISCTE-IUL Business SchoolVerified email at iscte.pt
Chi-Hsiou Daniel Hung 洪啟修University of GlasgowVerified email at glasgow.ac.uk
Xi FuUniversity of LiverpoolVerified email at liverpool.ac.uk
Soosung HwangDepatment of Economics, Sungkyunkwan UniveristyVerified email at skku.edu
Yakup Eser ARISOYNEOMA Business SchoolVerified email at neoma-bs.fr
Fergal O'BrienAssistant Dean, Postgraduate Studies, KBSVerified email at ul.ie
YEH, Chung-YingProfessor of Finance, National Chung Hsing UniversityVerified email at dragon.nchu.edu.tw
Steinar EkernProfessor Emeritus, NHH Norwegian School of EconomicsVerified email at nhh.no
Yuanyuan ZhangAdvisory Services, Ernst & Young LLP, USAVerified email at ey.com

Mark B. Shackleton

Professor of Finance, Accounting and Finance, Lancaster University Management School

Verified email at lancaster.ac.uk - Homepage

real options volatility corporate finance


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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	377	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	186	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	162	2004
Corporate risk management and hedge accounting A Panaretou, MB Shackleton, PA Taylor Contemporary accounting research 30 (1), 116-139, 2013	139	2013
How real option disinvestment flexibility augments project NPV A Keswani, MB Shackleton European Journal of Operational Research 168 (1), 240-252, 2006	109	2006
Cojumps in stock prices: Empirical evidence D Gilder, MB Shackleton, SJ Taylor Journal of Banking & Finance 40, 443-459, 2014	106	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	87	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	85	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	52	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	48*	2012
Smooth pasting as rate of return equalization MB Shackleton, S Sødal Economics Letters 89 (2), 200-206, 2005	46	2005
Finite maturity caps and floors on continuous flows MB Shackleton, R Wojakowski Journal of Economic Dynamics and Control 31 (12), 3843-3859, 2007	42	2007
Mitigating financial fragility with continuous workout mortgages RJ Shiller, RM Wojakowski, MS Ebrahim, MB Shackleton Journal of Economic Behavior & Organization 85, 269-285, 2013	41	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	38	2015
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	37	2008
Hysteresis effects under CIR interest rates JC Dias, MB Shackleton European Journal of Operational Research 211 (3), 594-600, 2011	36*	2011
Continuous workout mortgages RJ Shiller, RM Wojakowski, MS Ebrahim, MB Shackleton National Bureau of Economic Research, 2011	33*	2011
What drives a firm's ES performance? Evidence from stock returns M Shackleton, J Yan, Y Yao Journal of banking & finance 136, 106304, 2022	30	2022
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	29	2016
Participating mortgages and the efficiency of financial intermediation MS Ebrahim, MB Shackleton, RM Wojakowski Journal of Banking & Finance 35 (11), 3042-3054, 2011	29	2011

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