Barraclough and Whaley are from the Owen Graduate School of Management at Vanderbilt University. The authors are grateful to Cliff Ball, Darrell Duffie, F. Douglas Foster, Phil Gocke, Paul Jiganti, Eric Noll, Jacob Sagi, Tom Smith, Walt Smith, and Hans Stoll as well as to an anonymous referee for insightful comments/discussions and to the Options Clearing Corporation for providing the early exercise data. We are also grateful to Christoph Schenzler for providing excellent research assistance.
Early Exercise of Put Options on Stocks
Version of Record online: 19 JUL 2012
© 2012 the American Finance Association
The Journal of Finance
Volume 67, Issue 4, pages 1423–1456, August 2012
How to Cite
BARRACLOUGH, K. and WHALEY, R. E. (2012), Early Exercise of Put Options on Stocks. The Journal of Finance, 67: 1423–1456. doi: 10.1111/j.1540-6261.2012.01752.x
- Issue online: 19 JUL 2012
- Version of Record online: 19 JUL 2012
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