Concepedia

Mark B. Shackleton

MB

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 financial economics.

ORCID

Publications per year

2001–2021

31

Publications

31

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 · 288 citations

, , +16

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 · 131 citations

, , +14

CAPM, Higher Co‐moment and Factor Models of UK Stock Returns

Mark B. Shackleton, Xinzhong Xu · Journal of Business Finance &amp Accounting · 2004 · 126 citations · Full text

, , +17

Cojumps in stock prices: Empirical evidence

Dudley Gilder, Mark B. Shackleton, Stephen J. Taylor · Journal of Banking & Finance · 2013 · 93 citations

, , +10

Corporate Risk Management and Hedge Accounting*

Argyro Panaretou, Mark B. Shackleton, Paul A. Taylor · Contemporary Accounting Research · 2011 · 73 citations · Full text

, , +12

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