Kathryn Barraclough

Independent

SCHOLARLY PAPERS

4

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Scholarly Papers (4)

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1.

Stock Option Contract Adjustments: The Case of Special Dividends

Number of pages: 42 Posted: 15 Nov 2009 Last Revised: 17 Nov 2012
Kathryn Barraclough, Hans R. Stoll and Robert E. Whaley
Independent, Vanderbilt University - Finance and Vanderbilt University - Finance
Downloads 745 (47,022)

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stock option, special dividend, contract adjustment, displaced diffusion process, nested binomial lattices

2.

Using Option Prices to Infer Overpayments and Synergies in M&A Transactions

Vanderbilt Owen Graduate School of Management Research Paper No. 2012-02
Number of pages: 47 Posted: 12 Oct 2011 Last Revised: 12 Dec 2012
Kathryn Barraclough, David T. Robinson, Tom Smith and Robert E. Whaley
Independent, Fuqua School of Business, Duke University, University of Queensland - Faculty of Business, Economics and Law and Vanderbilt University - Finance
Downloads 526 (73,516)
Citation 10

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takeover offers, option-implied values for bidder and target gains and news

3.

Early Exercise of Put Options on Stocks

Journal of Finance, Forthcoming
Number of pages: 58 Posted: 17 Aug 2011 Last Revised: 17 Nov 2012
Kathryn Barraclough and Robert E. Whaley
Independent and Vanderbilt University - Finance
Downloads 502 (77,829)
Citation 8

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put options on stocks, early exercise, failure to exercise

4.

Put Option Exercise and Short Stock Interest Arbitrage

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Put Option Exercise and Short Stock Interest Arbitrage

Journal of Investment Management, Forthcoming, Vanderbilt Owen Graduate School of Management Research Paper No. 2144456
Posted: 10 Sep 2012 Last Revised: 19 Jun 2013
Kathryn Barraclough and Robert E. Whaley
Independent and Vanderbilt University - Finance

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Put options on stocks, early exercise, failure to exercise

Put Option Exercise and Short Stock Interest Arbitrage

Journal of Investment Management (JOIM), First Quarter 2013
Posted: 20 May 2013
Kathryn Barraclough and Robert E. Whaley
Independent and Vanderbilt University - Finance

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Put options on stocks, early exercise, failure to exercise