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 0 0 1 203
Continuous Workout Mortgages 0 0 0 45 0 0 0 168
Continuous Workout Mortgages: Efficient Pricing and Systemic Implications 1 2 2 32 1 3 4 132
Option-Implied Volatility Measures and Stock Return Predictability 0 0 0 2 0 2 5 85
Total Working Papers 1 2 2 123 1 5 10 588

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 1 3 139
Asymmetric Effects of Volatility Risk on Stock Returns: Evidence from VIX and VIX Futures 0 1 1 9 0 1 2 37
Buyback behaviour and the option funding hypothesis 0 0 0 5 1 1 1 29
CAPM, Higher Co‐moment and Factor Models of UK Stock Returns 0 0 0 22 0 2 3 107
Closed-form transformations from risk-neutral to real-world distributions 0 0 0 241 1 2 3 510
Cojumps in stock prices: Empirical evidence 0 0 1 57 0 0 5 248
Continuous Workout Mortgages: Efficient pricing and systemic implications 0 0 0 4 0 0 4 63
Corporate Risk Management and Hedge Accounting 1 3 5 15 1 3 6 42
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 0 0 2 162
Durable vs. disposable equipment choice under interest rate uncertainty 0 0 0 17 0 0 0 134
Efficient quadrature and node positioning for exotic option valuation 0 1 1 3 0 1 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 0 0 32 0 0 4 156
Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models 0 0 0 286 0 1 3 863
Generalised Geske‐‐Johnson Interpolation of Option Prices 0 0 0 2 1 1 2 8
Harvesting and recovery decisions under uncertainty 0 0 0 15 0 1 2 57
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 1 3 159
Hysteresis effects under CIR interest rates 0 0 0 14 0 0 0 79
Mitigating financial fragility with Continuous Workout Mortgages 0 0 0 25 0 0 1 128
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 1 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 0 1 2 170
Pricing options with American-style average reset features 0 0 0 10 1 1 1 37
Reducing the impact of real estate foreclosures with Amortizing Participation Mortgages 0 0 0 3 0 0 1 36
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 0 0 1 13 0 0 5 69
Strategic entry and market leadership in a two-player real options game 0 0 1 81 2 2 4 233
Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits 0 0 0 73 0 0 4 203
The Binomial Black–Scholes model and the Greeks 0 0 0 9 0 1 2 33
The Expected Return and Exercise Time of Merton‐style Real Options 0 0 0 2 0 1 2 10
The Option and Decision to Repurchase Stock 0 0 0 13 0 0 1 55
The simplest American and Real Option approximations: Geske-Johnson interpolation in maturity and yield 0 0 1 198 1 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 2 3 15 1 4 14 51
Total Journal Articles 1 7 16 1,799 9 27 96 6,431

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Statistics updated 2025-07-04