| . |
Barraclough, Kathryn's
Scholarly Papers
Click on the title of any column to sort the table by that
column. |
|
|
| |
|
|
Aggregate Statistics |
|
Total Downloads
802 |
Total
Citations
2 |
|
|
|
|
|
1.
|
|
|
Barraclough, Kathryn Vanderbilt University - Finance Stoll, Hans R. Vanderbilt University - Finance Whaley, Robert E. Vanderbilt University - Finance
|
| Posted: |
|
15 Nov 09
|
|
Last Revised:
|
|
17 Nov 12
|
|
416
(32,571)
|
1
|
|
| |
|
| |
stock option, special dividend, contract adjustment, displaced diffusion process, nested binomial lattices
|
|
|
2.
|
|
|
Barraclough, Kathryn Vanderbilt University - Finance Robinson, David T. Duke University - Fuqua School of Business Smith, Tom University of Queensland Whaley, Robert E. Vanderbilt University - Finance
|
| Posted: |
|
12 Oct 11
|
|
Last Revised:
|
|
12 Dec 12
|
|
204
(73,359)
|
|
|
| |
|
| |
takeover offers, option-implied values for bidder and target gains and news
|
|
|
3.
|
|
|
Barraclough, Kathryn Vanderbilt University - Finance Whaley, Robert E. Vanderbilt University - Finance
|
| Posted: |
|
17 Aug 11
|
|
Last Revised:
|
|
17 Nov 12
|
|
182
(81,982)
|
1
|
|
| |
|
| |
put options on stocks, early exercise, failure to exercise
|
|
|
4.
|
|
Put Option Exercise and Short Stock Interest Arbitrage
|
Show Abstracts |
Hide Abstracts |
Versions (2)
|
hide multiple versions |
Export Bibliographic Info |
|
Barraclough, Kathryn Vanderbilt University - Finance Whaley, Robert E. Vanderbilt University - Finance
|
|
Posted:
|
|
10 Sep 12
|
|
Last Revised:
|
|
20 May 13
|
|
|
|
|
|
|
|
Barraclough, Kathryn Vanderbilt University - Finance Whaley, Robert E. Vanderbilt University - Finance
|
|
0
|
|
|
| |
|
| |
Put options on stocks, early exercise, failure to exercise
|
|
|
|
|
|
|
Barraclough, Kathryn Vanderbilt University - Finance Whaley, Robert E. Vanderbilt University - Finance
|
|
0
|
|
|
| |
|
| |
Put options on stocks, early exercise, failure to exercise
|
|
|
|
|