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 16 219
Continuous Workout Mortgages 0 0 0 45 1 1 14 183
Continuous Workout Mortgages: Efficient Pricing and Systemic Implications 0 1 1 33 1 2 13 147
Option-Implied Volatility Measures and Stock Return Predictability 0 0 0 2 2 8 22 107
Total Working Papers 0 1 1 124 4 11 65 656

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 14 153
Asymmetric Effects of Volatility Risk on Stock Returns: Evidence from VIX and VIX Futures 0 0 0 9 0 0 11 48
Buyback behaviour and the option funding hypothesis 0 0 0 5 0 0 8 39
CAPM, Higher Co‐moment and Factor Models of UK Stock Returns 0 1 1 23 0 1 18 127
Closed-form transformations from risk-neutral to real-world distributions 0 0 0 241 2 3 16 528
Cojumps in stock prices: Empirical evidence 0 0 2 59 0 0 15 263
Continuous Workout Mortgages: Efficient pricing and systemic implications 0 2 3 7 0 3 11 76
Corporate Risk Management and Hedge Accounting 0 0 1 16 0 3 15 58
Corporate social responsibility and insider horizon 0 0 0 0 0 1 13 18
Discussion Of Arbitrage‐Free Valuation of Exhaustible Resource Firms 0 0 0 2 0 0 3 11
Distinguishing short and long memory volatility specifications 0 0 0 28 0 0 9 172
Durable vs. disposable equipment choice under interest rate uncertainty 0 0 0 17 1 2 10 145
Efficient quadrature and node positioning for exotic option valuation 0 0 1 4 0 1 6 12
Empirical pricing kernels obtained from the UK index options market 0 0 0 27 0 1 5 91
Evaluating Natural Resource Investments under Different Model Dynamics: Managerial Insights 0 0 1 5 2 2 10 27
Finite maturity caps and floors on continuous flows 0 0 0 33 0 1 5 162
Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models 0 0 0 286 2 4 23 887
Generalised Geske‐‐Johnson Interpolation of Option Prices 0 0 1 3 0 1 9 17
Harvesting and recovery decisions under uncertainty 0 0 0 15 0 2 12 70
Hedging efficiency in the Greek options market before and after the financial crisis of 2008 0 0 1 16 0 0 10 102
How real option disinvestment flexibility augments project NPV 0 0 0 51 0 1 4 163
Hysteresis effects under CIR interest rates 0 0 0 14 0 2 10 90
Mitigating financial fragility with Continuous Workout Mortgages 0 0 0 25 0 1 18 147
NAV inflation and impact on performance in China 0 0 0 2 0 0 5 13
Omitted debt risk, financial distress and the cross-section of expected equity returns 0 0 0 12 0 1 12 169
On the errors and comparison of Vega estimation methods 0 0 0 1 0 0 6 16
On the expected payoff and true probability of exercise of European options 0 0 1 217 1 2 10 893
On the use and improvement of Hull and White's control variate technique 0 0 0 104 1 1 12 364
Participating mortgages and the efficiency of financial intermediation 0 0 1 40 0 0 11 182
Pricing options with American-style average reset features 0 0 0 10 0 0 6 43
Reducing the impact of real estate foreclosures with Amortizing Participation Mortgages 0 0 0 3 1 1 20 57
Smooth pasting as rate of return equalization 0 0 0 33 0 0 11 147
Stock-return volatility and daily equity trading by investor groups in Korea 0 0 0 15 1 2 19 90
Strategic entry and market leadership in a two-player real options game 0 0 1 82 0 2 8 242
Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits 0 0 1 76 0 0 22 227
The Binomial Black–Scholes model and the Greeks 0 0 0 9 0 0 11 44
The Expected Return and Exercise Time of Merton‐style Real Options 0 0 0 2 1 2 11 22
The Option and Decision to Repurchase Stock 0 0 0 13 26 26 36 92
The simplest American and Real Option approximations: Geske-Johnson interpolation in maturity and yield 0 0 1 199 2 2 11 672
Valuing the strategic option to sell life insurance business: Theory and evidence 0 0 0 54 1 1 5 202
What drives a firm's ES performance? Evidence from stock returns 0 0 2 17 1 2 19 70
Total Journal Articles 0 3 18 1,822 42 71 490 6,951

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Statistics updated 2026-09-10