Kathryn Barraclough

Independent

No Address Available

SCHOLARLY PAPERS

4

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CITATIONS
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10

Scholarly Papers (4)

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 542 (49,363)

Abstract:

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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 479 (57,767)
Citation 9

Abstract:

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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 448 (62,715)
Citation 22

Abstract:

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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, 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

Abstract:

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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

Abstract:

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Put options on stocks, early exercise, failure to exercise