Search Results - "Shackleton, Mark B."

Time Integrals Under the Black–Scholes–Merton and Margrabe Economies.

Authors: Dias, José Carlos Shackleton, Mark B. Silva, Fernando Correia da et al.

Source: Journal of Futures Markets. Jul2026, Vol. 46 Issue 7, p1256-1274. 19p.

Generalised Geske--Johnson Interpolation of Option Prices.

Authors: Chung, San–Lin Shackleton, Mark B.

Source: Journal of Business Finance & Accounting. Jun/Jul2007, Vol. 34 Issue 5/6, p976-1001. 26p. 9 Charts, 3 Graphs.

On the use and improvement of Hull and White's control variate technique.

Authors: Chung, San-Lin Shackleton, Mark B.

Source: Applied Financial Economics. Nov2005, Vol. 15 Issue 16, p1171-1179. 9p. 5 Charts, 2 Graphs.

Distinguishing short and long memory volatility specifications.

Authors: Shiuyan Pong Shackleton, Mark B. Taylor, Stephen J.

Source: Econometrics Journal. Dec2008, Vol. 11 Issue 3, p617-637. 21p. 1 Diagram, 4 Charts, 5 Graphs.

Evaluating Natural Resource Investments under Different Model Dynamics: Managerial Insights.

Authors: Tsekrekos, Andrianos E. Shackleton, Mark B. Wojakowski, Rafał

Source: European Financial Management. Sep2012, Vol. 18 Issue 4, p543-575. 35p. 12 Charts, 6 Graphs.

Corporate Risk Management and Hedge Accounting* Corporate Risk Management and Hedge Accounting.

Authors: Panaretou, Argyro Shackleton, Mark B. Taylor, Paul A

Source: Contemporary Accounting Research. Spring2013, Vol. 30 Issue 1, p116-139. 23p.

DISCUSSION OF ARBITRAGE-FREE VALUATION OF EXHAUSTIBLE RESOURCE FIRMS.

Authors: Shackleton, Mark B.¹

Source: Journal of Business Finance & Accounting. Nov98, Vol. 25 Issue 9/10, p1391-1395. 5p.

Hysteresis effects under CIR interest rates

Authors: Dias, José Carlos Shackleton, Mark B.

Source: European Journal of Operational Research. Jun2011, Vol. 211 Issue 3, p594-600. 7p.

Subjects: Hysteresis (Economics), Perpetuities, Interest rates, Discount prices, Cash flow, Real options (Finance), Uncertainty, Stochastic analysis

Stock-return volatility and daily equity trading by investor groups in Korea.

Authors: Umutlu, Mehmet Shackleton, Mark B.

Source: Pacific-Basin Finance Journal. Sep2015, Vol. 34, p43-70. 28p.

Harvesting and recovery decisions under uncertainty

Authors: Shackleton, Mark B. Sødal, Sigbjørn

Source: Journal of Economic Dynamics & Control. Dec2010, Vol. 34 Issue 12, p2533-2546. 14p.

Finite maturity caps and floors on continuous flows

Authors: Shackleton, Mark B. Wojakowski, Rafał

Source: Journal of Economic Dynamics & Control. Dec2007, Vol. 31 Issue 12, p3843-3859. 17p.

Hedging efficiency in the Greek options market before and after the financial crisis of 2008

Authors: Shackleton, Mark B. Voukelatos, Nikolaos

Source: Journal of Multinational Financial Management. Apr2013, Vol. 23 Issue 1/2, p1-18. 18p.

Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models.

Authors: Pong, Shiuyan Shackleton, Mark B. Taylor, Stephen J. et al.

Source: Journal of Banking & Finance. Oct2004, Vol. 28 Issue 10, p2541-2563. 23p.

Strategic entry and market leadership in a two-player real options game.

Authors: Shackleton, Mark B. Tsekrekos, Andrianos E. Wojakowski, Rafal

Source: Journal of Banking & Finance. Jan2004, Vol. 28 Issue 1, p179. 23p.

Valuing the strategic option to sell life insurance busines: Theory and evidence.

Authors: Klumpes, Paul J.M. Shackleton, Mark B.

Source: Journal of Banking & Finance. Oct2000, Vol. 24 Issue 10, p1681-1702. 22p. 5 Charts, 1 Graph.

Smooth pasting as rate of return equalization

Authors: Shackleton, Mark B. Sødal, Sigbjørn

Source: Economics Letters. Nov2005, Vol. 89 Issue 2, p200-206. 7p.

Cojumps in stock prices: Empirical evidence.

Authors: Gilder, Dudley Shackleton, Mark B. Taylor, Stephen J.

Source: Journal of Banking & Finance. Mar2014, Vol. 40, p443-459. 17p.

Participating mortgages and the efficiency of financial intermediation

Authors: Ebrahim, M. Shahid Shackleton, Mark B. Wojakowski, Rafał M.

Source: Journal of Banking & Finance. Nov2011, Vol. 35 Issue 11, p3042-3054. 13p.

Omitted debt risk, financial distress and the cross-section of expected equity returns

Authors: Aretz, Kevin Shackleton, Mark B.

Source: Journal of Banking & Finance. May2011, Vol. 35 Issue 5, p1213-1227. 15p.

A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices

Authors: Shackleton, Mark B. Taylor, Stephen J. Yu, Peng

Source: Journal of Banking & Finance. Nov2010, Vol. 34 Issue 11, p2678-2693. 16p.