Items where Author is "Shackleton, Mark Broughton"

Shackleton, Mark Broughton and Yan, Jiali and Yao, Yaqiong (2020) NAV Inflation and Impact on Performance in China. European Financial Management, 26 (1). pp. 118-142. ISSN 1354-7798

Shiller, Robert J. and Wojakowski, Rafal and Ebrahim, Shahid and Shackleton, Mark Broughton (2019) Continuous Workout Mortgages : Efficient Pricing and Systemic Implications. Journal of Economic Behavior and Organization, 157. pp. 244-274. ISSN 0167-2681

Fu, Xi and Sandri, Matteo and Shackleton, Mark Broughton (2016) Asymmetric effects of volatility risk on stock returns : evidence from VIX and VIX futures. Journal of Futures Markets, 36 (11). pp. 1029-1056. ISSN 0270-7314

Wojakowski, Rafal and Ebrahim, Shahid and Shackleton, Mark Broughton (2016) Reducing the impact of real estate foreclosures with Amortizing Participation Mortgages. Journal of Banking and Finance, 71. pp. 62-74. ISSN 0378-4266

Fu, Xi and Arisoy, Y. Eser and Shackleton, Mark Broughton and Umutlu, Mehmet (2016) Option implied volatility measures and stock return predictability. Journal of Derivatives, 24 (1). pp. 58-78. ISSN 1074-1240