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~subject:"Schätzung"
~subject:"United Kingdom"
~type_genre:"Article in journal"
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Search: "Shackleton, Mark B."
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United Kingdom
Theorie
18
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18
Option pricing theory
11
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11
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8
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8
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7
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Shackleton, Mark B.
9
Taylor, Stephen
3
Sonika, Rohit
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Umutlu, Mehmet
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Arisoy, Yakup Eser
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Carline, Nicholas F.
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Ebrahim, Muhammed Shahid
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Fu, Xi
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Journal of economic behavior & organization : JEBO
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ECONIS (ZBW)
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1
Buyback behaviour and the option funding hypothesis
Sonika, Rohit
;
Shackleton, Mark B.
- In:
Journal of banking & finance
114
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012489141
Saved in:
2
Continuous Workout Mortgages : efficient pricing and systemic implications
Shiller, Robert J.
;
Wojakowski, Rafal M.
;
Ebrahim, …
- In:
Journal of economic behavior & organization : JEBO
157
(
2019
),
pp. 244-274
Persistent link: https://www.econbiz.de/10012138488
Saved in:
3
Option-implied volatility measures and stock return predictability
Fu, Xi
;
Arisoy, Yakup Eser
;
Shackleton, Mark B.
; …
- In:
The journal of derivatives : the official publication …
24
(
2016
)
1
,
pp. 58-78
Persistent link: https://www.econbiz.de/10011687331
Saved in:
4
Stock-return volatility and daily equity trading by investor groups in Korea
Umutlu, Mehmet
;
Shackleton, Mark B.
- In:
Pacific-Basin finance journal
34
(
2015
),
pp. 43-70
Persistent link: https://www.econbiz.de/10011535295
Saved in:
5
The option and decision to repurchase stock
Sonika, Rohit
;
Carline, Nicholas F.
;
Shackleton, Mark B.
- In:
Financial management
43
(
2014
)
4
,
pp. 833-855
Persistent link: https://www.econbiz.de/10011339028
Saved in:
6
Cojumps in stock prices : empirical evidence
Gilder, Dudley
;
Shackleton, Mark B.
;
Taylor, Stephen
- In:
Journal of banking & finance
40
(
2014
),
pp. 443-459
Persistent link: https://www.econbiz.de/10010404700
Saved in:
7
Corporate risk management and hedge accounting
Panaretou, Argyro
;
Shackleton, Mark B.
;
Taylor, Paul A.
- In:
Contemporary accounting research : a journal of the …
30
(
2013
)
1
,
pp. 116-139
Persistent link: https://www.econbiz.de/10009756978
Saved in:
8
Empirical pricing kernels obtained from the UK index options market
Liu, Xiaoquan
;
Shackleton, Mark B.
;
Taylor, Stephen
; …
- In:
Applied economics letters
16
(
2009
)
10/12
,
pp. 989-993
Persistent link: https://www.econbiz.de/10003886597
Saved in:
9
Distinguishing short and long memory volatility specifications
Pong, Shiuyan
;
Shackleton, Mark B.
;
Taylor, Stephen
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10003802446
Saved in:
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