Items where Author is "Shackleton, Mark B"
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Article
Liu, Xiaoquan and Pong, Eddie SY and Shackleton, Mark B and Zhang, Yuanyuan (2014) Option-Implied Volatilities and Stock Returns: <i>Evidence from Industry-Neutral Portfolios</i>. The Journal of Portfolio Management, 41 (1). pp. 65-77. DOI https://doi.org/10.3905/jpm.2014.41.1.065
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. DOI https://doi.org/10.1080/13504850701222210