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Mark B. Shackleton

Global rank #8061 90%

Institution: Lancaster University

Primary Field: Finance (weighted toward more recent publications)

Homepage: http://www.lancs.ac.uk/staff/shacklem

First Publication: 2000

Most Recent: 2025

RePEc ID: psh172 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 0.00 1.34 0.00 1.34
Last 10 Years 0.00 0.00 3.52 0.00 3.52
All Time 0.00 0.00 12.40 0.00 12.90

Publication Statistics

Raw Publications 18
Coauthorship-Adjusted Count 13.46

Publications (18)

Year Article Journal Tier Authors
2025 Corporate social responsibility and insider horizon Journal of Corporate Finance B 3
2022 What drives a firm's ES performance? Evidence from stock returns Journal of Banking & Finance B 3
2020 Buyback behaviour and the option funding hypothesis Journal of Banking & Finance B 2
2019 Continuous Workout Mortgages: Efficient pricing and systemic implications Journal of Economic Behavior and Organization B 4
2016 Reducing the impact of real estate foreclosures with Amortizing Participation Mortgages Journal of Banking & Finance B 3
2014 Cojumps in stock prices: Empirical evidence Journal of Banking & Finance B 3
2013 Mitigating financial fragility with Continuous Workout Mortgages Journal of Economic Behavior and Organization B 4
2011 Participating mortgages and the efficiency of financial intermediation Journal of Banking & Finance B 3
2011 Omitted debt risk, financial distress and the cross-section of expected equity returns Journal of Banking & Finance B 2
2010 Harvesting and recovery decisions under uncertainty Journal of Economic Dynamics and Control B 2
2010 A multi-horizon comparison of density forecasts for the S&P 500 using index returns and option prices Journal of Banking & Finance B 3
2008 Surprise vs anticipated information announcements: Are prices affected differently? An investigation in the context of stock splits Journal of Banking & Finance B 3
2007 Finite maturity caps and floors on continuous flows Journal of Economic Dynamics and Control B 2
2007 Closed-form transformations from risk-neutral to real-world distributions Journal of Banking & Finance B 4
2005 Smooth pasting as rate of return equalization Economics Letters C 2
2004 Strategic entry and market leadership in a two-player real options game Journal of Banking & Finance B 3
2004 Forecasting currency volatility: A comparison of implied volatilities and AR(FI)MA models Journal of Banking & Finance B 4
2000 Valuing the strategic option to sell life insurance business: Theory and evidence Journal of Banking & Finance B 2