Mark B. Shackleton

1.6k total citations
75 papers, 1.0k citations indexed

About

Mark B. Shackleton is a scholar working on Finance, Economics and Econometrics and Accounting. According to data from OpenAlex, Mark B. Shackleton has authored 75 papers receiving a total of 1.0k indexed citations (citations by other indexed papers that have themselves been cited), including 65 papers in Finance, 47 papers in Economics and Econometrics and 16 papers in Accounting. Recurrent topics in Mark B. Shackleton's work include Stochastic processes and financial applications (34 papers), Financial Markets and Investment Strategies (27 papers) and Capital Investment and Risk Analysis (24 papers). Mark B. Shackleton is often cited by papers focused on Stochastic processes and financial applications (34 papers), Financial Markets and Investment Strategies (27 papers) and Capital Investment and Risk Analysis (24 papers). Mark B. Shackleton collaborates with scholars based in United Kingdom, China and United States. Mark B. Shackleton's co-authors include Stephen J. Taylor, Xinzhong Xu, Rafał M. Wojakowski, Chi-Hsiou Daniel Hung, Xiaoquan Liu, San‐Lin Chung, Sigbjørn Sødal, Andrianos Ε. Tsekrekos, M. Shahid Ebrahim and Paul A. Taylor and has published in prestigious journals such as European Journal of Operational Research, Journal of Banking & Finance and Journal of Corporate Finance.

In The Last Decade

Mark B. Shackleton

67 papers receiving 966 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Mark B. Shackleton United Kingdom	16	859	613	234	148	116	75	1.0k
Gonzalo Rubio Spain	15	820 1.0×	560 0.9×	250 1.1×	216 1.5×	87 0.8×	55	985
Soosung Hwang South Korea	20	902 1.1×	797 1.3×	223 1.0×	167 1.1×	66 0.6×	80	1.1k
Petko S. Kalev Australia	14	637 0.7×	501 0.8×	284 1.2×	105 0.7×	62 0.5×	66	811
Shu Yan United States	13	957 1.1×	582 0.9×	252 1.1×	249 1.7×	59 0.5×	45	1.1k
Zhaogang Song United States	13	593 0.7×	405 0.7×	153 0.7×	100 0.7×	45 0.4×	55	761
John Okunev Australia	19	939 1.1×	906 1.5×	211 0.9×	285 1.9×	80 0.7×	54	1.2k
Alexandros Kostakis United Kingdom	16	795 0.9×	654 1.1×	281 1.2×	301 2.0×	73 0.6×	40	1.0k
Peter J. Knez United States	8	746 0.9×	415 0.7×	295 1.3×	258 1.7×	96 0.8×	11	916
Jack Clark Francis United States	13	604 0.7×	433 0.7×	289 1.2×	130 0.9×	124 1.1×	47	826
Chayawat Ornthanalai Canada	14	925 1.1×	373 0.6×	203 0.9×	98 0.7×	30 0.3×	32	985

Countries citing papers authored by Mark B. Shackleton

Since Specialization

Citations

This map shows the geographic impact of Mark B. Shackleton's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Mark B. Shackleton with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Mark B. Shackleton more than expected).

Fields of papers citing papers by Mark B. Shackleton

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Mark B. Shackleton. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Mark B. Shackleton. The network helps show where Mark B. Shackleton may publish in the future.

Co-authorship network of co-authors of Mark B. Shackleton

This figure shows the co-authorship network connecting the top 25 collaborators of Mark B. Shackleton. A scholar is included among the top collaborators of Mark B. Shackleton based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Mark B. Shackleton. Mark B. Shackleton is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Shackleton, Mark B., et al.. (2024). Corporate social responsibility and insider horizon. Journal of Corporate Finance. 90. 102696–102696. 1 indexed citations

Shackleton, Mark B., et al.. (2021). What drives a firm's ES performance? Evidence from stock returns. Journal of Banking & Finance. 136. 106304–106304. 24 indexed citations

Shackleton, Mark B., et al.. (2018). What Drives a Firm's ES Performance? Evidence from Stock Returns. SSRN Electronic Journal. 5 indexed citations

Shiller, Robert J., Rafał M. Wojakowski, M. Shahid Ebrahim, & Mark B. Shackleton. (2017). Continuous Workout Mortgages: Efficient pricing and systemic implications. Journal of Economic Behavior & Organization. 157. 244–274. 3 indexed citations

Liu, Xiaoquan, et al.. (2014). Option-Implied Volatilities and Stock Returns: Evidence from Industry-Neutral Portfolios. The Journal of Portfolio Management. 41(1). 65–77. 5 indexed citations

Shackleton, Mark B., et al.. (2014). The Option and Decision to Repurchase Stock. Financial Management. 43(4). 833–855. 8 indexed citations

Shackleton, Mark B., et al.. (2013). Option-Implied Volatility Measures and Stock Return Predictability. SSRN Electronic Journal.

Shackleton, Mark B., et al.. (2011). Hysteresis effects under CIR interest rates. European Journal of Operational Research. 211(3). 594–600. 1 indexed citations

Shiller, Robert J., Rafał M. Wojakowski, M. Shahid Ebrahim, & Mark B. Shackleton. (2011). Continuous Workout Mortgages. SSRN Electronic Journal.

10.

Shackleton, Mark B. & Sigbjørn Sødal. (2010). Harvesting and recovery decisions under uncertainty. Journal of Economic Dynamics and Control. 34(12). 2533–2546. 4 indexed citations

11.

Chung, San‐Lin, et al.. (2010). Efficient quadrature and node positioning for exotic option valuation. Journal of Futures Markets. 30(11). 1026–1057. 10 indexed citations

12.

Shackleton, Mark B., et al.. (2009). Corporate Risk Management and Hedge Accounting. SSRN Electronic Journal. 1 indexed citations

13.

Shackleton, Mark B. & Rafał M. Wojakowski. (2008). On the Expected Payoff and True Probability of Exercise of European Options. SSRN Electronic Journal.

14.

Liu, Xiaoquan, Mark B. Shackleton, Stephen J. Taylor, & Xinzhong Xu. (2008). Empirical pricing kernels obtained from the UK index options market. Applied Economics Letters. 16(10). 989–993. 10 indexed citations

15.

Shackleton, Mark B., et al.. (2008). Distinguishing Short and Long Memory Volatility Specifications. SSRN Electronic Journal. 1 indexed citations

16.

Shackleton, Mark B., et al.. (2008). Valuing participation mortgage loans using profit caps and floors. View. 1 indexed citations

17.

Sødal, Sigbjørn & Mark B. Shackleton. (2005). Smooth Pasting as Rate of Return Equalization. Lancaster EPrints (Lancaster University). 3 indexed citations

18.

Keswani, Aneel & Mark B. Shackleton. (2004). How real option disinvestment flexibility augments project NPV. European Journal of Operational Research. 168(1). 240–252. 3 indexed citations

19.

O’Brien, Fergal & Mark B. Shackleton. (2004). An Empirical Investigation of UK Option Returns: Overpricing and the Role of Higher Systematic Moments. SSRN Electronic Journal. 1 indexed citations

20.

Wojakowski, Rafał M. & Mark B. Shackleton. (2002). The Expected Return and Exercise Time of Merton-style Real Options. SSRN Electronic Journal. 12 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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