Search Results - "Shackleton, Mark B."

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.

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.

Bayesian Inference for Long Memory Stochastic Volatility Models.

Authors: Chaim, Pedro Laurini, Márcio Poletti

Source: Econometrics (2225-1146). Dec2024, Vol. 12 Issue 4, p35. 28p.

Managerial Social Capital and Dividends: Evidence from the UK.

Authors: Al-Bataineh, Omar Iqbal, Abdullah King, Timothy

Source: Journal of Risk & Financial Management. Dec2024, Vol. 17 Issue 12, p560. 26p.

Deregulating the Volume Limit on Share Repurchases.

Authors: Sodhi, Adhiraj Stojanovic, Aleksandar

Source: International Journal of Financial Studies. Sep2024, Vol. 12 Issue 3, p89. 22p.

Comparative Analysis of Risk-Return of Equal Weight Portfolio without rebalancing Strategy versus Passive Index Funds Investing.

Authors: Parulekar, Pushkar Dilip¹ pushkar.parulekar@nidalmia.edu.in

Source: Chetana's Journal of Management. Sep2024, Vol. 16 Issue 2, p88-104. 17p.

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.

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.

Endogenous Risk and Habitat Loss from Climate Change: An Application to Seal Management after the November Rain.

Authors: Horan, Richard D. Sims, Charles Finnoff, David

Source: Journal of the Association of Environmental & Resource Economists. Nov2023, Vol. 10 Issue 6, p1665-1688. 24p.

The Market Reaction to Repurchase Announcements.

Authors: Sodhi, Adhiraj Mateus, Cesario Mateus, Irina et al.

Source: Journal of Risk & Financial Management. Oct2023, Vol. 16 Issue 10, p443. 28p.

Determinants of Repurchase Size: Evidence from the UK.

Authors: Sodhi, Adhiraj Mateus, Cesario Mateus, Irina et al.

Source: Journal of Risk & Financial Management. Sep2023, Vol. 16 Issue 9, p403. 29p.

On the Stochastic Volatility in the Generalized Black-Scholes-Merton Model.

Authors: Ivanov, Roman V.¹ (AUTHOR) roivanov@yahoo.com

Source: Risks. Jun2023, Vol. 11 Issue 6, p111. 23p.

Co-Jumps, Co-Jump Tests, and Volatility Forecasting: Monte Carlo and Empirical Evidence.

Authors: Peng, Weijia Yao, Chun

Source: Journal of Risk & Financial Management. Aug2022, Vol. 15 Issue 8, p334-334. 21p.

Option-Implied Volatilities and Stock Returns: Evidence from Industry-Neutral Portfolios.

Authors: XIAOQUAN LIU PONG, EDDIE S. Y. SHACKLETON, MARK B. et al.

Source: Journal of Portfolio Management. Fall2014, Vol. 41 Issue 1, p65-77. 13p.

The Option and Decision to Repurchase Stock.

Authors: Sonika, Rohit Carline, Nicholas F. Shackleton, Mark B.

Source: Financial Management (Wiley-Blackwell). Winter2014, Vol. 43 Issue 4, p833-855. 23p.

Efficient quadrature and node positioning for exotic option valuation.

Authors: Chung, San‐Lin Ko, Kunyi Shackleton, Mark B. et al.

Source: Journal of Futures Markets. Nov2010, Vol. 30 Issue 11, p1026-1057. 32p. 5 Charts, 2 Graphs.

The Effect of Jumps in the Crude Oil Market on the Sovereign Risks of Major Oil Exporters.

Authors: Bouri, Elie¹ (AUTHOR) eliebouri@usek.edu.lb

Source: Risks. Dec2019, Vol. 7 Issue 4, p118. 1p.