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Surprise vs anticipated information announcements : are prices affected differently? An investigation in the context of stock splits

Hwang, Soosung; Keswani, Aneel; Shackleton, Mark B. - In: Journal of banking & finance 32 (2008) 5, pp. 643-653

Persistent link: https://www.econbiz.de/10003702578

Estimating a risky term structure of brady bonds

Keswani, Aneel - In: Papers in money, macroeconomics and finance : … 73 (2005), pp. 99-127

Persistent link: https://www.econbiz.de/10003362076

Frenemies : how do financial firms vote on their own kind?

Keswani, Aneel; Stolin, David; Anh L. Tran - In: Management science : journal of the Institute for … 63 (2017) 3, pp. 631-654

Persistent link: https://www.econbiz.de/10011656330

The Case for Integrating ESG into Fixed Income Portfolios

Clare, Andrew; Keswani, Aneel; Motson, Nick - 2022

In this paper we investigate the possible benefits of integrating ESG considerations into fixed income portfolio construction. When we create portfolios ranked by a composite ESG value or by an environmental ranking we find evidence to suggest that higher ESG rankings produce an improvement in...

Persistent link: https://www.econbiz.de/10013404566

Valuing the strategic option to sell life insurance business : theory and evidence

Klumpes, Paul J. M.; Shackleton, Mark B. - In: Journal of banking & finance 24 (2000) 10, pp. 1681-1702

Persistent link: https://www.econbiz.de/10001511634

Efficient quadratic approximation of floating strike Asian option values

Chung, San-Lin; Shackleton, Mark B.; Wojakowski, Rafal - In: Finance : revue de l'Association Française de Finance 24 (2003) 1, pp. 49-62

Persistent link: https://www.econbiz.de/10001771593

The Binominal Black-Scholes model and the Greeks

Chung, San-lin; Shackleton, Mark B. - In: The journal of futures markets 22 (2002) 2, pp. 143-153

Persistent link: https://www.econbiz.de/10001646605

Strategic entry and market leadership in a two-player real options game

Shackleton, Mark B.; Tsekrekos, Andrianos E.; … - In: Journal of banking & finance 28 (2004) 1, pp. 179-201

Persistent link: https://www.econbiz.de/10001857284

On the errors and comparison of Vega estimation methods

Chung, San-lin; Shackleton, Mark B. - In: The journal of futures markets 25 (2005) 1, pp. 21-38

Persistent link: https://www.econbiz.de/10002528175

Forecasting currency volatility : a comparison of implied volatilities and AR(FI)MA models

Pong, Shiuyan; Shackleton, Mark B.; Taylor, Stephen; … - In: Journal of banking & finance 28 (2004) 10, pp. 2541-2563

Persistent link: https://www.econbiz.de/10002233147