Stock option contract adjustments: The case of special dividends

Author:

Barraclough Kathryn,Stoll Hans R.,Whaley Robert E.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference13 articles.

1. The valuation of American call options and the expected ex-dividend stock price decline;Barone-Adesi;Journal of Financial Economics,1986

2. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973

3. Stock price behavior on ex-dividend dates;Campbell;Journal of Finance,1955

4. Option pricing: a simplified approach;Cox;Journal of Financial Economics,1979

5. The ex-dividend day behavior of American Telephone and Telegraph stock;Durand;Journal of Finance,1960

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2. Levered and inverse VIX ETP option contract adjustments: No harm, no foul?;Accounting & Finance;2020-09-22

3. Is the Issuing of Executive Stock Options a ‘Positive Signal' for the Market Value of a Firm?;International Journal of Corporate Finance and Accounting;2014-07

4. Early Exercise of Put Options on Stocks;The Journal of Finance;2012-07-19

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