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Publications and Research Outputs

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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
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
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
Published
Strategic entry and market leadership in a two-player real options game
Shackleton, M. B., Tsekrekos, A. & Wojakowski, R. M., 2004, In: Journal of Banking and Finance. 28, 1, p. 179-201 23 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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
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
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
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
Published
Harvesting and recovery decisions under uncertainty
Shackleton, M. B. & Sodal, S., 2010, In: Journal of Economic Dynamics and Control. 34, 12, p. 2533-2546 14 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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
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
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
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
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
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
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
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
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
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
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
Published
The seduction of the sirens : climate change and modelling.
Shackley, S. & Darier, É., 1998, In: Science and Public Policy. 25, 5
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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
Published
Imagine complexity : The past, present and future potential of complex thinking.
Shackley, S., Wynne, B. & Waterton, C., 1996, In: Futures. 28, 3, p. 201-225 25 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Commentary: science and policy making.
Shackley, S., 1997, In: Environ. 39, 8, p. 3-3 1 p.
Research output: Contribution to Journal/Magazine › Journal article
Published
The intergovernmental panal on climate change: consensual knowledge and global politics.
Shackley, S., 04/1997, In: Global Environmental Change. 7, 1, p. 77-79 3 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
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
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
Published
IPCC gazing and the interpretative social sciences : A comment on Sonja Boehmer-Christiansen's: Global climate protection policy: the limits of scientific advice.
Shackley, S. & Skodvin, T., 1995, In: Global Environmental Change. 5, 3, p. 175-180 6 p.
Research output: Contribution to Journal/Magazine › Journal article
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
Published
Integrating knowledges for climate change: pyramids, nets and uncertainties.
Shackley, S. & Wynne, B. E., 05/1995, In: Global Environmental Change. 5, 2, p. 113-126 14 p.
Research output: Contribution to Journal/Magazine › Journal article
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
Published
Healthcare Management: Progress, problems and solutions : Introduction
Shacklock, K., Brunetto, Y., Farr-Wharton, R. & Cooper, C., 09/2012, In: Journal of Management and Organization. 18, 5, p. 591-593 3 p.
Research output: Contribution to Journal/Magazine › Editorial › peer-review
Published
Facts, rumors & perceptions: the impact of the media on psychological contracts in organisations during economic crisis
Shaffakat, S., Burgoyne, J. & Simm, D., 04/2013, In: The International Journal of Management. 1, 2, 31 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Control the media control the mind: how media affects the psychological contracts during recession
Shaffakat, S., Burgoyne, J. & Simm, D., 2012.
Research output: Contribution to conference - Without ISBN/ISSN › Conference paper › peer-review
Published
Review and respond: using action learning to cope with the economic crisis
Shaffakat, S., Burgoyne, J. & Simm, D., 2014. 20 p.
Research output: Contribution to conference - Without ISBN/ISSN › Conference paper › peer-review
Unpublished
Insecurity, Complexity and Uncertainty: Investigation of Psychological Contracts during the Global Economic Crisis.
Shaffakat, S., 2013, (Unpublished) Lancaster: Lancaster University. 445 p.
Research output: Thesis › Doctoral Thesis
Published
Evaluating fugacity models for trace components in landfill gas.
Shafi, S., Sweetman, A., Hough, R. L., Smith, R., Rosevear, A. & Pollard, S. J. T., 12/2006, In: Environmental Pollution. 144, 3, p. 1013-1023 11 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Prediction of the attention area in ambient intelligence tasks
Shafi, J., Angelov, P. P. & Umair, M., 3/02/2016, Innovative issues in intelligent systems. Sgurev, V., Yager, R., Kacprzyk, J. & Jotsov, V. (eds.). Berlin: Springer, p. 33-56 24 p. (Studies in Computational Intelligence; vol. 623).
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Chapter
Published
An Urdu semantic tagger - lexicons, corpora, methods and tools
Shafi, J., 30/09/2019, Lancaster University. 266 p.
Research output: Thesis › Doctoral Thesis
Published
UNLT: Urdu Natural Language Toolkit
Shafi, J., Iqbal, H. R., Nawab, R. M. A. & Rayson, P., 31/07/2023, In: Natural Language Engineering. 29, 4, p. 942-977 36 p.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Semantic Tagging for the Urdu Language: Annotated Corpus and Multi-Target Classification Methods
Shafi, J., Nawab, R. M. A. & Rayson, P., 17/06/2023, In: ACM Transactions on Asian and Low-Resource Language Information Processing (TALLIP). 22, 6, p. 175:1-175:32 32 p., 175.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Prevalence of Pathogenic Leptospira spp. in Non-Volant Small Mammals of Hutan Lipur Sekayu, Terengganu, Malaysia
Shafie, N. J., Halim, N. S. A., Awoniyi, A. M., Zalipah, M. N., Md-Nor, S., Nazri, M. U. I. A., Costa, F. & Davoust, B. (ed.), 5/11/2022, In: Pathogens. 11, 11, 1300.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Towards Large Scale Ad-hoc Teamwork
Shafipour Yourdshahi, E., Pinder, T., Dhawan, G., Soriano Marcolino, L. & Angelov, P. P., 13/09/2018, 2018 IEEE International Conference on Agents (ICA). IEEE, 6 p.
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Conference contribution/Paper › peer-review
Published
Towards Evolving Cooperative Mapping for Large-Scale UAV Teams
Shafipour Yourdshahi, E., Angelov, P. P., Soriano Marcolino, L. & Tsianakas, G., 31/01/2019, 2018 IEEE Symposium Series on Computational Intelligence (SSCI). IEEE, p. 2262-2269 8 p.
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Conference contribution/Paper › peer-review
Published
On-line Estimators for Ad-hoc Task Allocation: Extended Abstract
Shafipour Yourdshahi, E., Do Carmo Alves, M., Soriano Marcolino, L. & Angelov, P., 9/05/2020, Proceedings of the 19th International Conference on Autonomous Agents and Multiagent Systems (AAMAS 2020). ACM, p. 1999–2001 3 p.
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Conference contribution/Paper › peer-review
Published
Decentralised Task Allocation in the Fog: Estimators for Effective Ad-hoc Teamwork
Shafipour Yourdshahi, E., Do Carmo Alves, M., Soriano Marcolino, L. & Angelov, P., 8/05/2020.
Research output: Contribution to conference - Without ISBN/ISSN › Conference paper › peer-review
Published
On-line planning and learning in type-based ad-hoc teamwork
Shafipour Yourdshahi, E., 2021, Lancaster University. 158 p.
Research output: Thesis › Doctoral Thesis
Published
On-Line Estimators for Ad-Hoc Task Allocation
Shafipour Yourdshahi, E., Aparecido do Carmo Alves, M., Soriano Marcolino, L. & Angelov, P., 2020, Proceedings of the 19th International Conference on Autonomous Agents and Multiagent Systems, AAMAS 2020. Richland, SC: International Foundation for Autonomous Agents and Multiagent Systems, p. 1999–2001 3 p. (Proceedings of the International Joint Conference on Autonomous Agents and Multiagent Systems, AAMAS; vol. 2020-May).
Research output: Contribution in Book/Report/Proceedings - With ISBN/ISSN › Conference contribution/Paper › peer-review
Published
On-line estimators for ad-hoc task execution: learning types and parameters of teammates for effective teamwork
Shafipour Yourdshahi, E., do Carmo Alves, M. A., Varma, A., Soriano Marcolino, L., Ueyama, J. & Angelov, P., 13/08/2022, In: Autonomous Agents and Multi-Agent Systems. 36, 45.
Research output: Contribution to Journal/Magazine › Journal article › peer-review
Published
Study of wettability and cell viability of H implanted stainless steel
Shafique, M. A., Ahmad, R. & Rehman, I. U., 9/03/2018, In: MATERIALS RESEARCH EXPRESS. 5, 3, 5 p., 036509.
Research output: Contribution to Journal/Magazine › Journal article › peer-review

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