Information about:
Mark B. Shackleton

Other registered authors

Email: [This author has chosen not to make the email address public]
Homepage: http://www.lancs.ac.uk/staff/shacklem
Postal Address: Accounting and Finance Lancaster University Bailrigg Lancaster LA1 4YX, UK.
Phone: 44 1524 594131

Affiliation

• Department of Accounting and Finance
  Management School
  Lancaster University

  Location: Lancaster, United Kingdom
  Homepage: http://www.lums.lancs.ac.uk/pages/Departments/Accounting
  Email:
  Phone:
  Fax:
  Postal: LANCASTER LA1 4YX
  Handle: RePEc:edi:dflanuk (registered authors at this institution)

Articles

1. Jose Carlos Dias & Mark Shackleton, 2009. "Durable vs. disposable equipment choice under interest rate uncertainty," European Journal of Finance, Taylor and Francis Journals, vol. 15(2), pages 157-167. [Downloadable!] (restricted)

2. Xiaoquan Liu & Mark Shackleton & Stephen Taylor & Xinzhong Xu, 2009. "Empirical pricing kernels obtained from the UK index options market," Applied Economics Letters, Taylor and Francis Journals, vol. 16(10), pages 989-993. [Downloadable!] (restricted)

3. Shiuyan Pong & Mark B. Shackleton & Stephen J. Taylor, 2008. "Distinguishing short and long memory volatility specifications," Econometrics Journal, Royal Economic Society, vol. 11(3), pages 617-637, November. [Downloadable!] (restricted)

4. Hwang, Soosung & Keswani, Aneel & Shackleton, Mark B., 2008. "Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits," Journal of Banking & Finance, Elsevier, vol. 32(5), pages 643-653, May. [Downloadable!] (restricted)

5. San-Lin Chung & Mark B. Shackleton, 2007. "Generalised Geske--Johnson Interpolation of Option Prices," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 34(5-6), pages 976-1001. [Downloadable!] (restricted)

6. Liu, Xiaoquan & Shackleton, Mark B. & Taylor, Stephen J. & Xu, Xinzhong, 2007. "Closed-form transformations from risk-neutral to real-world distributions," Journal of Banking & Finance, Elsevier, vol. 31(5), pages 1501-1520, May. [Downloadable!] (restricted)

7. Shackleton, Mark B. & Wojakowski, Rafal, 2007. "Finite maturity caps and floors on continuous flows," Journal of Economic Dynamics and Control, Elsevier, vol. 31(12), pages 3843-3859, December. [Downloadable!] (restricted)

8. Keswani, Aneel & Shackleton, Mark B., 2006. "How real option disinvestment flexibility augments project NPV," European Journal of Operational Research, Elsevier, vol. 168(1), pages 240-252, January. [Downloadable!] (restricted)

9. San-Lin Chung & Mark B. Shackleton, 2005. "On the use and improvement of Hull and White's control variate technique," Applied Financial Economics, Taylor and Francis Journals, vol. 15(16), pages 1171-1179, November. [Downloadable!] (restricted)

10. Shackleton, Mark B. & Sodal, Sigbjorn, 2005. "Smooth pasting as rate of return equalization," Economics Letters, Elsevier, vol. 89(2), pages 200-206, November. [Downloadable!] (restricted)

11. Shackleton, Mark B. & Tsekrekos, Andrianos E. & Wojakowski, Rafal, 2004. "Strategic entry and market leadership in a two-player real options game," Journal of Banking & Finance, Elsevier, vol. 28(1), pages 179-201, January. [Downloadable!] (restricted)

12. Pong, Shiuyan & Shackleton, Mark B. & Taylor, Stephen J. & Xu, Xinzhong, 2004. "Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models," Journal of Banking & Finance, Elsevier, vol. 28(10), pages 2541-2563, October. [Downloadable!] (restricted)

13. Daniel Chi-Hsiou Hung & Mark Shackleton & Xinzhong Xu, 2004. "CAPM, Higher Co-moment and Factor Models of UK Stock Returns," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 31(1-2), pages 87-112. [Downloadable!] (restricted)

14. San-Lin Chung & Mark Shackleton, 2003. "The simplest American and Real Option approximations: Geske-Johnson interpolation in maturity and yield," Applied Economics Letters, Taylor and Francis Journals, vol. 10(11), pages 709-716, September. [Downloadable!] (restricted)

15. Mark Shackleton & Rafal Wojakowski, 2002. "The Expected Return and Exercise Time of Merton-style Real Options," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 29(3&4), pages 541-555. [Downloadable!] (restricted)

16. Shackleton, Mark & Wojakowski, Rafal, 2001. "On the Expected Payoff and True Probability of Exercise of European Options," Applied Economics Letters, Taylor and Francis Journals, vol. 8(4), pages 269-71, April. [Downloadable!] (restricted)

17. Klumpes, Paul J. M. & Shackleton, Mark B., 2000. "Valuing the strategic option to sell life insurance business: Theory and evidence," Journal of Banking & Finance, Elsevier, vol. 24(10), pages 1681-1702, October. [Downloadable!] (restricted)

18. Mark B. Shackleton, 1998. ""Discussion Of" Arbitrage-Free Valuation of Exhaustible Resource Firms," Journal of Business Finance & Accounting, Blackwell Publishing, vol. 25(9-10), pages 1391-1395. [Downloadable!] (restricted)

This page was last updated on 2009-12-22.