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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
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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
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Flexibility in share repurchases : evidence from UK
Kulchania, Manoj; Sonika, Rohit - In: European financial management : the journal of the … 29 (2023) 1, pp. 196-246
Persistent link: https://www.econbiz.de/10014253888
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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
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Asymmetric effects of volatility risk on stock returns : evidence from VIX and VIX futures
Fu, Xi; Sandri, Matteo; Shackleton, Mark B. - In: The journal of futures markets 36 (2016) 11, pp. 1029-1056
Persistent link: https://www.econbiz.de/10011569013
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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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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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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
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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
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The simplest American and real option approximations : Geske-Johnson interpolation in maturity and yield
Chung, San-Lin; Shackleton, Mark B. - In: Applied economics letters 10 (2003) 11, pp. 709-716
Persistent link: https://www.econbiz.de/10001820267