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  1. Published

    Reversible real options

    Shackleton, M. B. & Wojakowski, R. M., 2001, Mathematical Finance. Boston: Birkhauser, p. 339-344 6 p.

    Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter

  2. Published

    Geske Johnson pricing of Long Maturity American and Infinite Bermudan Options

    Shackleton, M. B. & Chung, S. L., 1999, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  3. Published

    Smooth pasting as rate of return equalization

    Shackleton, M. B. & Sodal, S., 2005, In: Economics Letters. 89, 2, p. 200-206 7 p.

    Research output: Contribution to Journal/Magazine › Journal article

  4. Published

    Flow options: continuous real caps and floors

    Shackleton, M. B. & Wojakowski, R. M., 2001, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  5. Published

    Hysteresis effects under stochastic interest rates

    Shackleton, M. B. & Dias, J. C., 2011, In: European Journal of Operational Research. 211, p. 594-600 7 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  6. Published

    A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices

    Shackleton, M. B., Taylor, S. J. & Yu, P., 11/2010, In: Journal of Banking and Finance. 34, 11, p. 2678-2693 16 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  7. Published

    NAV Inflation and Impact on Performance in China

    Shackleton, M. B., Yan, J. & Yao, Y., 1/01/2020, In: European Financial Management. 26, 1, p. 118-142 25 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  8. Published

    An empirical investigation of UK option returns: overpricing and the role of higher systematic moments

    Shackleton, M. B. & O'Brien, F., 2004, Lancaster University: The Department of Accounting and Finance, (Accounting and Finance Working Paper Series).

    Research output: Working paper

  9. Published

    A snakes and ladders representation of stock prices and returns

    Shackleton, M. & Gager, P., 07/2011, Mathematical Gazette, 95, 533.

    Research output: Contribution to specialist publication › Letter

  10. Published

    Finite maturity caps and floors on continuous flows

    Shackleton, M. B. & Wojakowski, R. M., 2007, In: Journal of Economic Dynamics and Control. 31, 12, p. 3843-3859 17 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  11. Published

    The expected return and exercise time of Merton-style real options

    Shackleton, M. B. & Wojakowski, R. M., 2002, In: Journal of Business Finance and Accounting. 29, 3-4, p. 541-555 15 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  12. Published

    Option-implied volatilities and stock returns: evidence from industry-neutral portfolios

    Shackleton, M., Liu, X., Zhang, Y. & Pong, S., 2014, In: Journal of Portfolio Management. 41, 1, p. 65-77 13 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  13. Published

    Empirical pricing kernels obtained from the UK index options market

    Shackleton, M., Liu, H., Taylor, S. & Xu, G., 2009, Applied Economics Letters, 16, 10, p. 989-993 5 p.

    Research output: Contribution to specialist publication › Letter

  14. Published

    What Drives a Firm's ES Performance? Evidence from Stock Returns

    Shackleton, M., Yan, J. & Yao, Y., 31/03/2022, In: Journal of Banking and Finance. 136, 19 p., 106304.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  15. Published

    Durable vs disposable equipment choice under interest rate uncertainty

    Shackleton, M. B. & Dias, J. C., 2009, In: European Journal of Finance. 15, 2, p. 157-167 11 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  16. Published

    Discussion of arbitrage-free valuation of exhaustible resource firms

    Shackleton, M. B., 1/11/1998, In: Journal of Business Finance and Accounting. 25, 9-10, p. 1391-1395 5 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  17. Published

    Hedging efficiency in the Greek options market before and after the financial crisis of 2008

    Shackleton, M. & Voukelatos, N., 04/2013, In: Journal of Multinational Financial Management. 23, 1-2, p. 1-18 18 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  18. Published

    Stock-return volatility and daily equity trading by investor groups in Korea

    Shackleton, M. & Umutlu, M., 2014, Lancaster: Lancaster University, 54 p. (Department of Accounting and Finance Working Paper Series; no. AF2014/15WP03).

    Research output: Working paper

  19. Published

    On the expected payoff and true probability of exercise of European options

    Shackleton, M. & Wojakowski, R., 1/01/2001, In: Applied Economics Letters. 8, 4, p. 269-271 3 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  20. Published

    Uncertainty, complexity and concepts of good science in climate change modelling : are GCMs the best tools?

    Shackley, S., Young, P. C., Parkinson, S. & Wynne, B. E., 1998, In: Climatic Change. 38, p. 159-205 47 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  21. Published

    Global climate change: the mutual construction of an emergent science-policy domain.

    Shackley, S. & Wynne, B. E., 1995, In: Science and Public Policy. 22, 4, p. 218-230 13 p.

    Research output: Contribution to Journal/Magazine › Journal article

  22. Published

    Representing Uncertainty in Global Climate Change Science and Policy: Boundary-Ordering Devices and Authority.

    Shackley, S. & Wynne, B., 1996, In: Science, Technology, and Human Values. 21, 3, p. 275-302 28 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  23. Published

    Global Warming Potentials: ambiguity or precision as an aid to policy?

    Shackley, S. & Wynne, B. E., 1997, In: Climate Research. 8, 2, p. 89-106 18 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  24. Published

    Correspondence : comments on R. D. Brunner and P. N. Edwards.

    Shackley, S., 1996, In: Climatic Change. 34, p. 547-550 4 p.

    Research output: Contribution to Journal/Magazine › Journal article › peer-review

  25. Published

    Climatic reductionism: the British character and the greenhouse effect.

    Shackley, S. & Wynne, B. E., 1994, In: Weather. 49, 3, p. 110-111 2 p.

    Research output: Contribution to Journal/Magazine › Journal article

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