Access Statistics for Mark B. Shackleton

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Continuous Workout Mortgages 0 0 0 44 1 5 16 219
Continuous Workout Mortgages 0 0 0 45 0 4 14 182
Continuous Workout Mortgages: Efficient Pricing and Systemic Implications 0 0 1 32 0 3 14 145
Option-Implied Volatility Measures and Stock Return Predictability 0 0 0 2 1 5 14 99
Total Working Papers 0 0 1 123 2 17 58 645

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices 0 0 0 47 1 5 14 153
Asymmetric Effects of Volatility Risk on Stock Returns: Evidence from VIX and VIX Futures 0 0 0 9 1 4 11 48
Buyback behaviour and the option funding hypothesis 0 0 0 5 0 4 11 39
CAPM, Higher Co‐moment and Factor Models of UK Stock Returns 0 0 0 22 0 7 19 126
Closed-form transformations from risk-neutral to real-world distributions 0 0 0 241 1 4 16 525
Cojumps in stock prices: Empirical evidence 0 0 2 59 0 1 15 263
Continuous Workout Mortgages: Efficient pricing and systemic implications 0 1 1 5 0 1 10 73
Corporate Risk Management and Hedge Accounting 0 0 2 16 0 1 14 55
Corporate social responsibility and insider horizon 0 0 0 0 0 1 17 17
Discussion Of Arbitrage‐Free Valuation of Exhaustible Resource Firms 0 0 0 2 0 1 3 11
Distinguishing short and long memory volatility specifications 0 0 0 28 0 1 10 172
Durable vs. disposable equipment choice under interest rate uncertainty 0 0 0 17 1 2 9 143
Efficient quadrature and node positioning for exotic option valuation 0 0 1 4 0 3 5 11
Empirical pricing kernels obtained from the UK index options market 0 0 0 27 0 2 4 90
Evaluating Natural Resource Investments under Different Model Dynamics: Managerial Insights 1 1 1 5 1 3 8 25
Finite maturity caps and floors on continuous flows 0 0 1 33 0 1 5 161
Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models 0 0 0 286 1 2 20 883
Generalised Geske‐‐Johnson Interpolation of Option Prices 0 0 1 3 0 3 9 16
Harvesting and recovery decisions under uncertainty 0 0 0 15 0 3 11 68
Hedging efficiency in the Greek options market before and after the financial crisis of 2008 0 0 1 16 1 3 10 102
How real option disinvestment flexibility augments project NPV 0 0 0 51 0 0 3 162
Hysteresis effects under CIR interest rates 0 0 0 14 0 3 9 88
Mitigating financial fragility with Continuous Workout Mortgages 0 0 0 25 0 4 18 146
NAV inflation and impact on performance in China 0 0 0 2 0 1 5 13
Omitted debt risk, financial distress and the cross-section of expected equity returns 0 0 0 12 0 3 11 168
On the errors and comparison of Vega estimation methods 0 0 0 1 1 4 6 16
On the expected payoff and true probability of exercise of European options 1 1 1 217 1 3 8 891
On the use and improvement of Hull and White's control variate technique 0 0 0 104 0 7 11 363
Participating mortgages and the efficiency of financial intermediation 0 1 1 40 0 7 12 182
Pricing options with American-style average reset features 0 0 0 10 1 4 7 43
Reducing the impact of real estate foreclosures with Amortizing Participation Mortgages 0 0 0 3 0 15 20 56
Smooth pasting as rate of return equalization 0 0 0 33 2 4 11 147
Stock-return volatility and daily equity trading by investor groups in Korea 0 0 2 15 0 7 19 88
Strategic entry and market leadership in a two-player real options game 0 1 1 82 0 1 9 240
Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits 0 0 3 76 1 3 24 227
The Binomial Black–Scholes model and the Greeks 0 0 0 9 1 6 11 44
The Expected Return and Exercise Time of Merton‐style Real Options 0 0 0 2 0 1 10 20
The Option and Decision to Repurchase Stock 0 0 0 13 2 4 11 66
The simplest American and Real Option approximations: Geske-Johnson interpolation in maturity and yield 0 0 1 199 3 5 10 670
Valuing the strategic option to sell life insurance business: Theory and evidence 0 0 0 54 1 1 4 201
What drives a firm's ES performance? Evidence from stock returns 0 0 2 17 0 3 18 68
Total Journal Articles 2 5 21 1,819 20 138 458 6,880

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Statistics updated 2026-06-04