Accounting and Finance

Publications

• Aretz K and Shackleton M B, 2011, 'Omitted debt risk, financial distress and the cross-section of expected equity returns', Journal of Banking and Finance, vol 35, no. 5, pp. 1213-1227.
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• Shackleton M B and Dias J C, 2011, 'Hysteresis effects under stochastic interest rates', European Journal of Operational Research, vol 211, pp. 594-600.
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• Tsekrekos Andrianos E., Shackleton M B and Wojakowski Rafal, 2010, 'Evaluating natural resource investments under different model dynamics: Managerial insights', European Financial Management
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• Shackleton M B and Sodal S, 2010, 'Harvesting and recovery decisions under uncertainty', Journal of Economic Dynamics and Control, vol 34, no. 12, pp. 2533-2546.
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• Chung S L, Ko K, Shackleton M B and Yeh C T, 2010, 'Efficient quadrature and node positioning for exotic option valuation', Journal of Futures Markets, vol 30, no. 11, pp. 1026-1057.
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• Liu X, Shackleton M B, Taylor S J and Xu X, 2009, 'Empirical pricing kernels obtained from the UK index options market', Applied Economics Letters, vol 16, no. 10, pp. 989-993.
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• Shackleton M B and Dias J C, 2009, 'Durable vs disposable equipment choice under interest rate uncertainty', European Journal of Finance, vol 15, no. 2, pp. 157-167.
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• Hwang S, Keswani A and Shackleton M B, 2008, 'Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits', Journal of Banking and Finance, vol 32, no. 5, pp. 643-653.
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• Liu X, Shackleton M B, Taylor S J and Xu X, 2007, 'Closed-form transformations from risk-neutral to real-world distributions', Journal of Banking and Finance, vol 31, no. 5, pp. 1501-1520.
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• Chung S L and Shackleton M B, 2007, 'Generalised Geske-Johnson interpolation of option prices', Journal of Business Finance and Accounting, vol 34, no. 5-6, pp. 976-1001.
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