Mark B. Shackleton
Impact in
- Finance top 1%
- Financial Risk and Volatility Modeling
- Stochastic processes and financial applications
- Financial Markets and Investment Strategies
- Capital Investment and Risk Analysis
- Economics and Econometrics top 2%
- Market Dynamics and Volatility
- Complex Systems and Time Series Analysis
Papers in
- Finance 44
- Stochastic processes and financial applications 26
- Capital Investment and Risk Analysis 20
- Financial Markets and Investment Strategies 16
- Financial Risk and Volatility Modeling 8
-
- Market Dynamics and Volatility 12
- Housing Market and Economics 8
- Economic theories and models 8
- Co-authors
- Stephen J. Taylor (6 shared papers)Xinzhong Xu (4 shared papers)Rafał M. Wojakowski (11 shared papers)San‐Lin Chung (8 shared papers)Xiaoquan Liu (3 shared papers)Sigbjørn Sødal (3 shared papers)Andrianos E. Tsekrekos (2 shared papers)Paul A. Taylor (1 shared paper)
- Journals
- Journal of Banking & Finance (12 papers)Journal of Futures Markets (4 papers)The Journal of Portfolio Management (3 papers)Journal of Business Finance & Accounting (3 papers)Journal of Economic Dynamics and Control (2 papers)
- Partner nations
- United KingdomTaiwanChina
In The Last Decade
Mark B. Shackleton
47 papers receiving 722 citations
Peers
Comparison fields: 5 of 45
- Finance 633
- Economics and Econometrics 468
- Accounting 182
- General Economics, Econometrics and Finance 115
- Strategy and Management 96
Countries citing papers authored by Mark B. Shackleton
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
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-authors
The 20 scholars most cited alongside Mark B. Shackleton, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 49 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | 2004 | 174 | |
| 2 | 2004 | 73 | |
| 3 | 2013 | 60 | |
| 4 | 2007 | 55 | |
| 5 | 2010 | 38 | |
| 6 | 2011 | 35 | |
| 7 | 2003 | 29 | |
| 8 | 2002 | 27 | |
| 9 | 2021 | 25 | |
| 10 | 2005 | 23 | |
| 11 | 2007 | 20 | |
| 12 | 2007 | 18 | |
| 13 | 2001 | 15 | |
| 14 | 2012 | 15 | |
| 15 | 2015 | 14 | |
| 16 | 2010 | 14 | |
| 17 | 2016 | 12 | |
| 18 | 2011 | 12 | |
| 19 | Efficient quadratic approximation of floating strike Asian option values | 2003 | 10 |
| 20 | 2014 | 9 |
About Mark B. Shackleton
Mark B. Shackleton is a scholar working on Finance, Economics and Econometrics, Strategy and Management, Accounting and General Economics, Econometrics and Finance, having authored 49 papers that have together received 779 indexed citations. Recurring topics across this work include Stochastic processes and financial applications (26 papers), Capital Investment and Risk Analysis (20 papers), Financial Markets and Investment Strategies (16 papers), Market Dynamics and Volatility (12 papers), Financial Reporting and Valuation Research (9 papers), Housing Market and Economics (8 papers), Economic theories and models (8 papers) and Financial Risk and Volatility Modeling (8 papers). The work is most often cited by research in Finance (633 citations), Economics and Econometrics (468 citations), Accounting (182 citations), General Economics, Econometrics and Finance (115 citations) and Strategy and Management (96 citations). Mark B. Shackleton has collaborated with scholars based in United Kingdom, Taiwan and China. Frequent co-authors include Stephen J. Taylor, Xinzhong Xu, Rafał M. Wojakowski, San‐Lin Chung, Xiaoquan Liu, Sigbjørn Sødal, Andrianos E. Tsekrekos, Paul A. Taylor, Muhammed Shahid Ebrahim and Jiali Yan. Their work appears in journals such as Journal of Banking & Finance, Journal of Futures Markets, The Journal of Portfolio Management, Journal of Business Finance & Accounting and Journal of Economic Dynamics and Control.
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.