Mark B Shackleton

Mark B Shackleton

Lancaster University - Lancaster / United Kingdom
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 1136506
person_outline Mark B Shackleton's MOST POPULAR ARTICLES
1-) Forecasting currency volatility: A comparison of implied volatilities and AR (FI) MA models Journal of Banking & Finance 28 (10), 2541-2563, 2004
2-) Closed-form transformations from risk-neutral to real-world distributions Journal of Banking & Finance 31 (5), 1501-1520, 2007
3-) CAPM, higher co‐moment and factor models of UK stock returns Journal of Business Finance & Accounting 31 (1‐2), 87-112, 2004
4-) Corporate risk management and hedge accounting Contemporary accounting research 30 (1), 116-139, 2013
5-) Cojumps in stock prices: Empirical evidence Journal of Banking & Finance 40, 443-459, 2014