Feedback to SSRN

 
  • Selected
  • Entire List
 

Shackleton, Mark B.


 SSRN Author Rank: 3,027 by Downloads
 

Lancaster University - Department of Accounting and Finance


 The Management School
 Lancaster LA1 4YX
 United Kingdom
 44 1524 594131 (Phone)
 44 1524 847321 (Fax)
 email address

  SSRN's personal information usage policy
Authors: If anything on this page requires updating or correction, please go to your SSRN User HeadQuarters and make the change.
The RSS feed for this author will notify you of all new papers and revisions as soon as they are added to the SSRN eLibrary.
Popular RSS readers
. Shackleton, Mark B.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
7,352
Total
Citations
129
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Pong, Shiu-yan Eddie
Lancaster University - Department of Accounting and Finance
Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
Taylor, Stephen J.
Lancaster University - Department of Accounting and Finance
Xu, Xinzhong
Peking University - Guang Hua School of Management
Posted:
16 Mar 02
Last Revised:
14 Jan 04
1,229
(8,063)
46

2.  
Closed-form Transformations from Risk-neutral to Real-world Distributions | Show Abstract | Download |
EFA 2003 Annual Conference Paper No. 144
Working Paper Series
Liu, Xiaoquan
Essex Business School
Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
Taylor, Stephen J.
Lancaster University - Department of Accounting and Finance
Xu, Xinzhong
Peking University - Guang Hua School of Management
Posted:
03 Jun 04
1,029
(10,797)
24

3.   Incl. Electronic Paper
Hung, Chi-Hsiou Daniel
Adam Smith Business School
Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
Xu, Xinzhong
Peking University - Guang Hua School of Management
Posted:
23 Jun 03
Last Revised:
20 Apr 07
766
(16,935)
18

4.  
Strategic Entry and Market Leadership in a Two-Player Real Options Game | Show Abstract | Download |
Journal of Banking and Finance, Vol. 28, No. 1, 2004
Working Paper Series
Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
Tsekrekos, Andrianos E.
Athens University of Economics and Business - Department of Accounting and Finance
Wojakowski, Rafal M.
Lancaster University - Management School
Posted:
16 Mar 02
Last Revised:
22 Jan 13
652
(21,352)
3

5.  
How Real Option Disinvestment Flexibility Augments Project Npv | Show Abstract | Download |
European Journal of Operations Research, Vol. 168, No. 1, 2006, Cass Business School Research Paper
Accepted Paper Series
Keswani, Aneel
Faculty of Finance, Cass Business School, City University, London
Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
Posted:
14 Mar 04
Last Revised:
12 May 11
553
(26,781)
2

6.  
Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
Taylor, Stephen J.
Lancaster University - Department of Accounting and Finance
Yu, Peng
Lancaster University - Department of Accounting and Finance
Posted:
17 Mar 08
Last Revised:
11 May 10
490
(31,471)
9

7.  
Fu, Xi
Lancaster University - Department of Accounting and Finance
Arisoy, Yakup Eser
Université Paris-Dauphine - DRM-CEREG
Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
Umutlu, Mehmet
Yasar University - Department of International Trade and Finance
Posted:
14 Feb 14
367
(45,220)
 

8.  
Pong, Shiu-yan Eddie
Lancaster University - Department of Accounting and Finance
Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
Taylor, Stephen J.
Lancaster University - Department of Accounting and Finance
Posted:
31 Jan 06
Last Revised:
12 May 14
301
(57,263)
1

9.  
Finite Maturity Caps and Floors on Continuous Flows | Show Abstract | Download |
Journal of Economic Dynamics and Control, Vol. 31, No. 12, pp. 3843-3859, 2007
Working Paper Series
Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
Wojakowski, Rafal M.
Lancaster University - Management School
Posted:
22 Mar 02
Last Revised:
09 Mar 08
281
(61,937)
5

10.  
Omitted Debt Risk, Financial Distress and the Cross-Section of Expected Equity Returns | Show Abstract | Download |
Journal of Banking and Finance, Forthcoming, EFA 2008 Athens Meetings Working Paper Series
Working Paper Series
Aretz, Kevin
Manchester Business School
Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
Posted:
03 Mar 08
Last Revised:
18 Oct 10
221
(80,091)
1

11.  
Hwang, Soosung
Sungkyunkwan University - Department of Economics
Keswani, Aneel
Faculty of Finance, Cass Business School, City University, London
Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
Posted:
17 May 07
220
(80,454)
1

12.  
O'Brien, Fergal
University of Limerick - Kemmy Business School
Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
Posted:
09 Nov 04
174
(101,036)
 

13.  
Smooth Pasting as Rate of Return Equalization | Show Abstract | Download |
Economics Letters, Vol. 89, No. 2, pp. 200-206, November 2005
Accepted Paper Series
Sodal, Sigbjorn
Agder University College
Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
Posted:
21 Apr 05
153
(113,570)
7

14.  
Gilder, Dudley
Finance and Accounting Group, Aston Business School, Aston University
Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
Taylor, Stephen J.
Lancaster University - Department of Accounting and Finance
Posted:
24 Mar 12
Last Revised:
06 Mar 13
144
(119,587)
 

15.  
Generalised Geske Johnson Interpolation of Option Prices | Show Abstract | Download |
Journal of Business Finance and Accounting, Forthcoming
Accepted Paper Series
Chung, San-Lin
National Taiwan University - Department of Finance
Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
Posted:
04 Oct 06
138
(124,783)
 

16.  
The Option and Decision to Repurchase Stock | Show Abstract | Download |
Financial Management (Forthcoming)
Accepted Paper Series
Sonika, Rohit
University of Exeter Business School - XFI Centre for Finance and Investment
Carline, Nicholas F.
University of Birmingham - The Birmingham Business School
Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
Posted:
31 Jul 11
Last Revised:
09 Apr 14
125
(134,396)
 

17.   Incl. Electronic Paper
Ebrahim, Muhammed Shahid
Durham Business School
Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
Wojakowski, Rafal M.
Lancaster University - Management School
Posted:
06 Mar 08
Last Revised:
04 Aug 13
122
(136,913)
3

18.   Incl. Electronic Paper
Shiller, Robert J.
Yale University - Cowles Foundation
Wojakowski, Rafal M.
Lancaster University - Management School
Ebrahim, Muhammed Shahid
Durham Business School
Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
Posted:
23 Apr 11
Last Revised:
09 May 11
111
(147,045)
2

19.  
Fu, Xi
Lancaster University - Department of Accounting and Finance
Sandri, Matteo
Lancaster University Management School
Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
Posted:
14 Feb 14
80
(182,990)
 

20.  
A Snakes and Ladders Representation of Stock Prices and Returns | Show Abstract | Download |
The Mathematical Gazette, Vol. 95, No. 533, July 2011
Accepted Paper Series
Gager, Philip C.
University of Cumbria
Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
Posted:
05 Nov 09
Last Revised:
12 May 11
51
(232,145)
 

21.   Incl. Electronic Paper
Tsekrekos, Andrianos E.
Athens University of Economics and Business - Department of Accounting and Finance
Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
Wojakowski, Rafał
affiliation not provided to SSRN
Posted:
06 May 11
Last Revised:
28 Aug 12
48
(238,498)
1

22.  
Hysteresis Effects Under CIR Interest Rates | Show Abstract | Download |
European Journal of Operational Research, Vol. 211, No. 3, 2011
Accepted Paper Series
Dias, José Carlos
ISCAC Business School
Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
Posted:
09 Jul 10
Last Revised:
12 May 11
45
(245,041)
 

23.  
The Expected Return and Exercise Time of Merton-style Real Options | Show Abstract | Download |
Journal of Business Finance & Accounting, Vol. 29, pp. 541-555, 2002
Accepted Paper Series
Wojakowski, Rafal M.
Lancaster University - Management School
Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
Posted:
17 May 02
37
(264,097)
5

24.  
Generalised Geske - Johnson Interpolation of Option Prices | Show Abstract | Download |
Journal of Business Finance & Accounting, Vol. 34, Nos. 5-6, pp. 976-1001, June/July 2007
Accepted Paper Series
Chung, San-Lin
National Central University at Taiwan - Department of Finance
Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
Posted:
11 Jul 07
13
(350,675)
 

25.  
Distinguishing Short and Long Memory Volatility Specifications | Show Abstract | Download |
Econometrics Journal, Vol. 11, Issue 3, pp. 617-637, November 2008
Accepted Paper Series
Pong, Shiuyan
affiliation not provided to SSRN
Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
Taylor, Stephen J.
Lancaster University - Department of Accounting and Finance
Posted:
03 Nov 08
2
(398,641)
1

26.  
Hedging Efficiency in the Greek Options Market Before and after the Financial Crisis of 2008 | Show Abstract |
Journal of Multinational Financial Management, Vol. 23, 2013
Accepted Paper Series
Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
Voukelatos, Nikolaos
University of Kent
Posted:
06 Dec 13
 

27.  
Continuous Workout Mortgages, Refinancing and Prepayments | Show Abstract |
46th Annual AREUEA Conference Paper
Working Paper Series
Ebrahim, Muhammed Shahid
Durham Business School
Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
Wojakowski, Rafal M.
Lancaster University - Management School
Posted:
01 Dec 10
Last Revised:
11 Apr 11
 

28.  
On the Expected Payoff and True Probability of Exercise of European Options | Show Abstract |
Applied Economics Letters, Vol. 8, No. 4, 2001
Accepted Paper Series
Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
Wojakowski, Rafal M.
Lancaster University - Management School
Posted:
06 Mar 08
 

29.  
Pricing Options with American Style Average Reset Features | Show Abstract |
U. of Lancaster Dept. of Accounting & Finance WP No. 2000/015
Working Paper Series
Chang, Chuang-Chang
National Central University at Taiwan - Department of Finance
Shackleton, Mark B.
Lancaster University - Department of Accounting and Finance
Chung, San-Lin
National Central University at Taiwan - Department of Finance
Posted:
03 Aug 03
 


Records 1 - 29 of 29 matches
[ 1 ]

© 2014 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo8 in 0.531 seconds