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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
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A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices
Shackleton, Mark B.; Taylor, Stephen; Yu, Peng - In: Journal of banking & finance 34 (2010) 11, pp. 2678-2693
Persistent link: https://www.econbiz.de/10008858849
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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
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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
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Comments on "A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices"
Carnero, M. Angeles - In: International journal of forecasting 28 (2012) 1, pp. 36-38
Persistent link: https://www.econbiz.de/10009580803
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Smooth pasting as rate of return equalization
Shackleton, Mark B.; Sødal, Sigbjørn - In: Economics letters 89 (2005) 2, pp. 200-206
Persistent link: https://www.econbiz.de/10003172064
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An empirical investigation of UK option returns : overpricing and the role of higher systematic moments
Shackleton, Mark B. (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10002625331
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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
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What drives a firm's ES performance? : evidence from stock returns
Shackleton, Mark B.; Yan, Jiali; Yao, Yaqiong - In: Journal of banking & finance 136 (2022), pp. 1-19
Persistent link: https://www.econbiz.de/10013449386
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The impact of derivatives hedging on the stock market : evidence from Taiwan's covered warrants market
Chung, San-lin; Liu, Wen-rang; Tsai, Wei-che - In: Journal of banking & finance 42 (2014), pp. 123-133
Persistent link: https://www.econbiz.de/10010408417