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 45 1 1 1 169
Continuous Workout Mortgages 0 0 0 44 0 0 1 203
Continuous Workout Mortgages: Efficient Pricing and Systemic Implications 0 1 2 32 2 3 6 134
Option-Implied Volatility Measures and Stock Return Predictability 0 0 0 2 0 0 4 85
Total Working Papers 0 1 2 123 3 4 12 591

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 0 0 3 139
Asymmetric Effects of Volatility Risk on Stock Returns: Evidence from VIX and VIX Futures 0 0 1 9 0 0 2 37
Buyback behaviour and the option funding hypothesis 0 0 0 5 1 3 3 31
CAPM, Higher Co‐moment and Factor Models of UK Stock Returns 0 0 0 22 0 2 5 109
Closed-form transformations from risk-neutral to real-world distributions 0 0 0 241 0 3 4 512
Cojumps in stock prices: Empirical evidence 0 0 1 57 0 0 3 248
Continuous Workout Mortgages: Efficient pricing and systemic implications 0 0 0 4 0 2 6 65
Corporate Risk Management and Hedge Accounting 0 1 4 15 1 2 6 43
Corporate social responsibility and insider horizon 0 0 0 0 1 5 5 5
Discussion Of Arbitrage‐Free Valuation of Exhaustible Resource Firms 0 0 0 2 0 0 0 8
Distinguishing short and long memory volatility specifications 0 0 0 28 1 1 3 163
Durable vs. disposable equipment choice under interest rate uncertainty 0 0 0 17 0 1 1 135
Efficient quadrature and node positioning for exotic option valuation 0 0 1 3 0 0 1 6
Empirical pricing kernels obtained from the UK index options market 0 0 0 27 0 0 1 86
Evaluating Natural Resource Investments under Different Model Dynamics: Managerial Insights 0 0 1 4 0 0 1 17
Finite maturity caps and floors on continuous flows 0 1 1 33 0 1 4 157
Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models 0 0 0 286 1 1 4 864
Generalised Geske‐‐Johnson Interpolation of Option Prices 0 0 0 2 0 1 2 8
Harvesting and recovery decisions under uncertainty 0 0 0 15 0 1 3 58
Hedging efficiency in the Greek options market before and after the financial crisis of 2008 0 0 0 15 0 0 1 92
How real option disinvestment flexibility augments project NPV 0 0 0 51 0 0 3 159
Hysteresis effects under CIR interest rates 0 0 0 14 1 1 1 80
Mitigating financial fragility with Continuous Workout Mortgages 0 0 0 25 0 1 2 129
NAV inflation and impact on performance in China 0 0 1 2 0 0 2 8
Omitted debt risk, financial distress and the cross-section of expected equity returns 0 0 0 12 0 0 2 157
On the errors and comparison of Vega estimation methods 0 0 0 1 0 0 2 10
On the expected payoff and true probability of exercise of European options 0 0 0 216 0 0 2 883
On the use and improvement of Hull and White's control variate technique 0 0 0 104 0 0 1 352
Participating mortgages and the efficiency of financial intermediation 0 0 0 39 1 1 2 171
Pricing options with American-style average reset features 0 0 0 10 0 1 1 37
Reducing the impact of real estate foreclosures with Amortizing Participation Mortgages 0 0 0 3 1 1 2 37
Smooth pasting as rate of return equalization 0 0 0 33 0 0 0 136
Stock-return volatility and daily equity trading by investor groups in Korea 1 2 3 15 1 2 5 71
Strategic entry and market leadership in a two-player real options game 0 0 1 81 0 3 5 234
Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits 0 2 2 75 0 2 6 205
The Binomial Black–Scholes model and the Greeks 0 0 0 9 0 0 1 33
The Expected Return and Exercise Time of Merton‐style Real Options 0 0 0 2 0 1 3 11
The Option and Decision to Repurchase Stock 0 0 0 13 0 1 2 56
The simplest American and Real Option approximations: Geske-Johnson interpolation in maturity and yield 0 0 1 198 0 1 3 661
Valuing the strategic option to sell life insurance business: Theory and evidence 0 0 0 54 0 0 0 197
What drives a firm's ES performance? Evidence from stock returns 0 0 2 15 0 1 12 51
Total Journal Articles 1 6 19 1,804 9 39 115 6,461

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-09-05