Concepedia
Statistics
Publications
31
Citations
1.4K
H-Index
19
Active since
2001
Affiliations
Lancaster University(Current)
Peking University
University of Liverpool
University of Essex
University of Surrey
Mark B. Shackleton is an author at Lancaster University specializing in business, finance, and asset pricing.
Top concepts
BusinessFinanceAsset PricingFinancial EconomicsEconomicsEngineeringOption PricingManagementVolatility ModelingStatistics
Publications per year
2001–2021
Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models
Mark B. Shackleton, Stephen J. Taylor, Xinzhong Xu · Journal of Banking & Finance · 2004 · 287 citations
Economics, Volatility Modeling, Financial Economics +12
Closed-form transformations from risk-neutral to real-world distributions
Xiaoquan Liu, Mark B. Shackleton, Stephen J. Taylor et al. · Journal of Banking & Finance · 2007 · 129 citations
Engineering, Generalized Function, Uncertainty Quantification +5
CAPM, Higher Co‐moment and Factor Models of UK Stock Returns
Chi-Hsiou Daniel Hung, Mark B. Shackleton, Xinzhong Xu · Journal of Business Finance & Accounting · 2004 · 126 citations · Full text
Empirical Finance, Factor Models, Asset Pricing +17
Cojumps in stock prices: Empirical evidence
Dudley Gilder, Mark B. Shackleton, Stephen J. Taylor · Journal of Banking & Finance · 2013 · 92 citations
Empirical Finance, Economics, Financial Economics +5
Corporate Risk Management and Hedge Accounting*
Argyro Panaretou, Mark B. Shackleton, Paul A. Taylor · Contemporary Accounting Research · 2011 · 72 citations
Corporate Risk Management, Financial Risk Management, Accounting +7
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