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Items where Author is "Shackleton, Mark B"

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Liu, Xiaoquan and Pong, Eddie S Y and Shackleton, Mark B and Zhang, Yuanyuan (2014) 'Option-implied volatilities and stock returns: Evidence from industry-neutral portfolios.' Journal of Portfolio Management, 41 (1). pp. 65-77. ISSN 0095-4918

Liu, Xiaoquan and Shackleton, Mark B and Taylor, Stephen J and Xu, Xinzhong (2009) 'Empirical pricing kernels obtained from the UK index options market.' Applied Economics Letters, 16 (10). pp. 989-993. ISSN 1350-4851

This list was generated on Tue Aug 11 00:11:45 2020 BST.